agentsmart wrote: [...snipped regression results...]
> 1. > the conclusions based on linear regression and multiple regression are > totally different. > > for instance: X3 seems to be completely unrelated to Y in univariate > analysis and is the most important important factor in multivariate > analysis. > > obviously, there must be a mistake in my thinking. please correct me. This can happen, especially if the predictor variables are correlated with each other. As a extreme example in your field, I cite some old results according to which the length of a person's left leg is completely unrelated to the intensity of headaches. Ditto fort he right leg. However, if you use _both_ variables, there in almost prefect fit. The explanation is that it is the _difference_ in the length that accounts for the pain. Univariate analysis would never show that to you. > 2. > should i trust the results from linear regression or multiple > regression? Just an aside: You are not using the terminology correctly. What you called "linear regression" is regression with a single predictor, or "simple regression". "Multiple regression" uses multiple predictors, but the model is still _linear_ in the coefficients. > 3. > which method (univariate regression, multiple regression) should i use > when both can be used? Multiple regression is better. But there are many subtle issues of model building that require careful treatment. > 4. > has the parameter "intercept" any value in interpretation of the > results of multiple regression ? That depends. The intercept is the estimated mean response when all the predictor variables are set to 0. If this is a reasonable combination of the predictors---sometimes it is, sometimes it isn't---then you can interpret the intercept as I just did. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
