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Jul 6, 2023 at 15:48 history edited Nuclear Hoagie CC BY-SA 4.0
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Jul 6, 2023 at 15:43 history edited Nuclear Hoagie CC BY-SA 4.0
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Jul 6, 2023 at 15:41 comment added whuber It's worth commenting that this textbook definition does not invoke any sense of cause and effect, which therefore are irrelevant. Where such considerations become useful, as suggested by the present answer, is that often (but not always!) causal variables are regressors (independent), so that distinction can serve as a heuristic guide in model building. But it's not dispositive. Indeed, in many observational studies the cause/effect distinction is not present: one is interested in estimating how variables are associated or how the value of one might be predicted from values of others.
Jul 6, 2023 at 15:41 history edited Nuclear Hoagie CC BY-SA 4.0
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Jul 6, 2023 at 15:39 comment added whuber Yes: it's the one that appears in any good textbook that covers regression. The definition is made in terms of the model one applies to the data, which clearly distinguishes the roles. That begs the question of how to decide, in any application, what an appropriate model might be: and sometimes it's okay to model the data both ways, by switching the roles of the variables! Tukey describes this approach in his book EDA on exploratory data analysis, for instance. Thus, a full and correct answer to your question would have to discuss what it means to create and apply a statistical model.
Jul 6, 2023 at 15:05 comment added vs_1604 @whuber Can you provide a non-specious, yet plausible definition for Independent and Dependent variables that holds every time?
Jul 6, 2023 at 14:52 comment added whuber This cause-effect characterization, although it often holds, is specious. Consider, for instance, the problem of estimating historical climate conditions from data like tree rings or fossils. In this problem the climate conditions are the target and therefore are the "dependent" variable, but then your characterization would have us suppose that tree growth caused the climate to vary!
Jul 6, 2023 at 14:50 history answered Nuclear Hoagie CC BY-SA 4.0