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Topic: Multiple regression with all dummy variables
Replies: 7   Last Post: Feb 15, 2013 4:17 PM

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Bruce Weaver

Posts: 737
Registered: 12/18/04
Re: Multiple regression with all dummy variables
Posted: Dec 12, 2012 11:06 AM
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On 11/12/2012 7:10 PM, Bruce Weaver wrote:
> On 11/12/2012 5:22 PM, Gary wrote:
>> On Tuesday, 11 December 2012 20:20:48 UTC+2, paul wrote:
>>> Does a multiple regression with all dummy (indicator) variables make
>>>
>>> sense? I work at a state university tutoring various basic subjects

> --- snip ---
>>>
>>> Thanks for any help!

>>
>> I think you can find some of the argument in
>>
>> Cohen, J. (1968). Multiple regression as a general data-analytic
>> system. Psychological Bulletin, 70, 426-443.
>>
>> Also Cohen's famous textbook.
>>
>> Lance
>>

>
> See also Judd & McClelland's book "Data Analysis: A Model Comparison
> Approach" if you can find a copy.
>
> http://psych.colorado.edu/~mcclella/statistics.html
>


Oops...I also meant to comment on this bit from the OP:

"But the students are then told that the multiple regression gives more
information since we can conclude from the t-tests on individual
coefficients that silver cars sell for more than the base case (black.)"

Most ANOVA programs have various methods for making pair-wise
comparisons, and many of them could make the same set of comparisons
captured by the t-tests in the table of regression coefficients. In the
case where each of k-1 treatments is compared to a control group, many
experimentalists would probably use Dunnett's test, which was designed
for that situation.

The point is that the ANOVA program *can* give just as much information
(and more) than the info captured by the regression coefficients.

HTH.

--
Bruce Weaver
bweaver@lakeheadu.ca
http://sites.google.com/a/lakeheadu.ca/bweaver/Home
"When all else fails, RTFM."



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