Timeline for What happens when I include a squared variable in my regression?
Current License: CC BY-SA 4.0
23 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Aug 1, 2023 at 2:17 | history | edited | User1865345 | CC BY-SA 4.0 |
deleted 25 characters in body
|
| Aug 7, 2014 at 15:54 | comment | added | Nick Cox | At this time the link to the blog post just mentioned by @user34889 is no longer active, thus underlining frequent advice here to be wary of posting such links unless known to be stable. | |
| Nov 17, 2013 at 13:06 | comment | added | user34889 | See my blog post for a simple step by step guide and how to interpret the age & age squared variable. The example follows the wage equation mentioned in the post above. excel-with-data.co.uk/blog-1/… | |
| Jul 11, 2013 at 16:17 | vote | accept | seini | ||
| Mar 20, 2013 at 17:02 | vote | accept | seini | ||
| Jul 11, 2013 at 16:17 | |||||
| Mar 20, 2013 at 17:02 | vote | accept | seini | ||
| Mar 20, 2013 at 17:02 | |||||
| Mar 20, 2013 at 17:02 | vote | accept | seini | ||
| Mar 20, 2013 at 17:02 | |||||
| Mar 20, 2013 at 1:59 | comment | added | Macro | Very closely related: Adding both quadratic and interaction terms to the model affects significance... | |
| Mar 19, 2013 at 15:35 | answer | added | altabq | timeline score: 25 | |
| Mar 19, 2013 at 1:50 | answer | added | Metrics | timeline score: 24 | |
| Mar 18, 2013 at 15:08 | comment | added | whuber♦ | Macro & Peter are both correct. Our policy is to identify close duplicates; if there could be any difficulty deciding whether a question truly is a duplicate, then it's not close enough. However, the present question has been answered in many threads on this site: a little more diligence in searching is likely to produce much useful and relevant material. | |
| Mar 18, 2013 at 14:57 | comment | added | Macro | @Peter, since the answer is collinearity/content overlap, I think that makes it a subset of the other question. Fixes for collinearity may be context dependent but I don't think this makes it a different question. To address your comment directly - centering may alleviate the problem but if $D$ (or $P(D=1)$) is a function of $x_1$, then it almost certainly will not, in which case you're even more closely back to the content conveyed in the linked question. I still don't see the controversy but we don't need to agree on this, so let's end the duplicate vs. not duplicate convo here. Cheers. | |
| Mar 18, 2013 at 14:45 | comment | added | Peter Flom | @Macro I agree that colinearity is likely the problem here, but when the problem is caused by a squared variable, centering removes the problem. I don't think this works for two related variables (as in the other problem). Am I wrong? | |
| Mar 18, 2013 at 14:27 | comment | added | Macro | @Peter, I interpret this question as a subset of "Why is it that when I add a variable to my model, the effect estimate/$p$-value for some other variable changes?", which is addressed in the other question. Among the answers to that questions are collinearity (which gung does allude to in his answer to that question)/content overlap between predictors (i.e. between $D$ and $(x_1,x_1^2)$, which I suspect is the culprit in this case). The same logic applies here. I'm not sure what the controversy is but that's fine if you and others disagree. Cheers. | |
| Mar 18, 2013 at 14:13 | comment | added | Peter Flom | I don't think it's really a duplicate of that question; the solution is different (centering variables works here, but not there, unless I am mistaken) | |
| Mar 18, 2013 at 13:45 | comment | added | gung - Reinstate Monica | One thing that might help is to center $x$ before creating your squared term (see here). As for the interpretation of your squared term, I argue that it's best to interpret $\beta_1x_1+\beta_2x_1^2$ as a whole (see here). Another thing is that you may need an interaction, that means adding $\beta_4x_1D+\beta_5x_1^2D$. | |
| Mar 18, 2013 at 13:33 | history | edited | seini | CC BY-SA 3.0 |
added 93 characters in body; edited tags; edited title
|
| Mar 18, 2013 at 13:33 | review | Close votes | |||
| Mar 29, 2013 at 3:04 | |||||
| Mar 18, 2013 at 13:29 | history | edited | gung - Reinstate Monica | CC BY-SA 3.0 |
added tags; fixed English grammar
|
| Mar 18, 2013 at 13:23 | review | First posts | |||
| Mar 18, 2013 at 13:34 | |||||
| Mar 18, 2013 at 13:17 | comment | added | steadyfish | Probable reason: $x_{1}^2$ and $D$ seem to explain the same variablility in $y$ | |
| Mar 18, 2013 at 13:15 | comment | added | Macro | possible duplicate of Why ANOVA/Regression results change when controlling for another variable | |
| Mar 18, 2013 at 13:07 | history | asked | seini | CC BY-SA 3.0 |