On 8 Oct 2003 12:15:17 -0500, [EMAIL PROTECTED] (Herman Rubin) wrote: > In article <[EMAIL PROTECTED]>, > Rich Ulrich <[EMAIL PROTECTED]> wrote: > >On Wed, 8 Oct 2003 10:33:49 +0200, "Lughnasad" <[EMAIL PROTECTED]> > >wrote: [ snip a bit ]
ru > >Comment on the comment - > >Since the multiple regression on a dichotomy is > >mathematically identical to the problem of Fisher's > >discriminant function, the multiple regression is pretty > >robust for the job. You can do t-tests on dichotomous > >variables and the tests will be pretty accurate, too, > >and those are the same shape of residuals. HR > > This is the case if the INDEPENDENT variable is dichotomous. It should be clear from the context that I am describing the DEPENDENT ... > > The KEY assumption for any kind of validity of a linear > regression is that the "errors" are uncorrelated with the > independent variables. If this is not essentially the > case, the results of a linear regression are decidedly > biased. ... and the *test* is not notably disturbed by bias. There is an evident *meaning* to the LR coefficients : that is one potential advantage of using Logistic with two groups, instead of using Regression on 0/1 or Fisher's discriminant function. I can't say that I am disturbed by 'bias' when I don't have much notion of how to interpret the prediction in any case. > Lack of homoscedasticity means that one can do > better by using weights, and lack of independence of the > errors means that one can get improvement in other ways, > but lack of normality of the errors just means that the > overused tests of significance, etc., are not quite right. 'not quite right' but still, pretty damned good. The LR alternative tends to bomb [ perhaps I should say, 'fail to achieve asymptotic properties' ] without warning; that shortcoming makes 'not quite right' OLS into a competitive alternative. OLS is robust, easier to read, and has useful side-statistics. (LR is working to catch up.) > > >> If you do a multiple regression the final conclusions can be misleading. > > Same problem here. -- Rich Ulrich, [EMAIL PROTECTED] http://www.pitt.edu/~wpilib/index.html "Taxes are the price we pay for civilization." . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
