Questions tagged [regression-to-the-mean]

The phenomenon that on repeated testing a high value tends to be lower, and a low value higher.

Filter by
Sorted by
Tagged with
2
votes
2answers
1k views

Why is linear regression overestimating small values and underestimating big values?

I am trying to predict age from a couple of variables using linear regression, but when I plot predicted age against real age, I can see that small values are significantly overestimated and big ...
4
votes
1answer
725 views

backwards stepwise regression, collinearity and regression to the mean

My research paper was recently rejected and some of the feedback I received was in relation to the statistical tests done/not done. I would like help in clarifying what I could do differently as the ...
1
vote
0answers
30 views

“Regression” versus “regression to the mean” [duplicate]

Are The two concepts really two sides of the same coin ? The latter is often referred to simply as a regression, but surely this is just an unfortunate coincidence? The former is about predicting ...
1
vote
1answer
46 views

Reconciling regression to the mean with the independence of with-replacement sampling

Say we monitor a ski jumper's consecutive jumps (distance jumped), and we assume it is a combination (sum) of the skier's skills, + luck (modelled by a random variable). We also assume that the ...
1
vote
1answer
118 views

Distinguishing responders and non-responders in studies of classical conditioning

I am concerned about the way "response" to certain experimental manipulations in psychology is defined and then used to claim that a specific subject did or did not "respond" to justify exclusion of "...
1
vote
0answers
48 views

Regression to the mean: multiple predictors

Let's say I want to predict the value of Y using the value on my predictor X. X is correlated with Y with some strength $r$ (let's say 0.5). In order to correct for regression towards the mean I ...
29
votes
10answers
7k views

Regression to the mean vs gambler's fallacy

On the one hand, I have the regression to the mean and on the other hand I have the gambler´s fallacy. Gambler’s fallacy is defined by Miller and Sanjurjo (2019) as “the mistaken belief that random ...
14
votes
2answers
1k views

Regression to the mean in “Thinking, Fast and Slow”

In Thinking, Fast and Slow, Daniel Kahneman poses the following hypothetical question: (P. 186) Julie is currently a senior in a state university. She read fluently when she was four years old. ...
0
votes
0answers
203 views

Control for regression to the mean effects when comparing propensity score matched observations?

I'm working on a project where I'm comparing the % change in total annual health care expenditures among patients who did or did not participate in a cost reduction intervention program. We're ...
3
votes
1answer
18 views

Given the same before-after differences within groups, is it relevant whether time trajectories converge or diverge?

Both drugs are associated with the same decreases in mean blood pressure in both scenarios. Given that we attach the same meaning to any blood pressure decrease of the same amount, does scenario B ...
1
vote
0answers
50 views

Does ridge regression adequately control for regression to the mean effects in my outcome variable?

I've been asked how to control for regression to the mean effects in a difference of differences analysis on health insurance data. We're measuring a utilization outcome both pre- and post-...
3
votes
1answer
416 views

Is a normal process mean reverting

A normal process has a lot of outcomes around the mean and then fewer and fewer outcomes away from the mean. From this, can we conclude that a normal process reverts to the mean whenever it gets a ...
7
votes
2answers
718 views

Is the Dunning–Kruger effect mostly caused by regression to the mean?

In Bland's discussion of regression to the mean, there are several sections which detail examples of regression to the mean, which I understand to be an unavoidable consequence of not taking the mean ...
2
votes
1answer
817 views

How to test whether a series data follow Ornstein-Uhlenbeck process (OU process)?

I have some measures which seems to have some mean-reverting properties and I'm wondering whether they can be modeled as Ornstein-Uhlenbeck process (OU process). And actually I quite expect it because ...
2
votes
1answer
61 views

Variance of data from small versus large countries

In considering (for example) homicide rates reported annually for each country, it occurs to me that the U.S., being larger in population, might thereby be expected to have a rate closer to the ...
0
votes
1answer
141 views

Can regression to the mean cause this?

Let's say I have two independent samples (DS and VS). My data is also highly multivariate (e.g. one dependent variable, 300+ potential predictors, N<300). To reduce the dimensionality of this ...
5
votes
1answer
290 views

Testing change in variance over 5 time points and regression to the mean

I searched regarding change in variance over time, but everything I saw was about relatively long time series. I have a series of 5 time points, equally spaced, but with different people missing at ...