Timeline for What is the interpretation/meaning of confidence intervals in misspecified models?
Current License: CC BY-SA 3.0
4 events
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| Apr 17, 2011 at 2:35 | comment | added | rolando2 | @ probabilityislogic I see what you mean, thanks. | |
| Apr 16, 2011 at 22:52 | comment | added | probabilityislogic | @rolando2 - new variables means a new model, so my comment still applies. If you are looking to interpret the effect within in a class of models (such as additional variables), then you should take a weighted average of the co-efficient in each model, with the weights being equal to (or proportional to) the plausibility of each model | |
| Apr 16, 2011 at 17:01 | comment | added | rolando2 | @ probabilityislogic: "model misspecification is irrelevant when you are interpreting co-efficients in a model"--how can it be irrelevant when the addition of new variables such as suppressors could change those coefficients substantially and meaningfully? | |
| Apr 16, 2011 at 10:55 | history | answered | probabilityislogic | CC BY-SA 3.0 |