I frequently read that multiplicativity and additivity applies to this and that in various forms of regression. However, in the textbooks I've read, no authors seems to declare what that actually means. This is perhaps a shortcoming of many textbooks on regression, since they all explain how to interpret individual parameter estimates/coefficients, but few (if any) explain how and whether parameter estimates can be added to each other.
Grateful for any advice on how multiplicativity and additivity applies to regression, and whether there are difference in linear, logistic and Cox regression or perhaps interpreted in the same way?
Typical textbook (Mastering Public Health: A Postgraduate Guide to Examinations and Revalidation, Second Edition, Edition 2) stating that the above: