Re: collinearity and LR


Richard Ulrich wrote:
On 2 Dec 2006 15:18:52 -0800, "Reef Fish"
<large_nassua_grouper@xxxxxxxxx> wrote:


Paige Miller wrote:
[snip]
RF >
There are MANY threads in sci.stat.math on the keywords
"linear indepdence" and "multicollinearity" that had extended
discussions about what they mean and how they are detected
and remedied.

Keep in mind, when you read, that Reef Fish Bob
preserves the strict definition of 'multicollinearity' that is
not of much use any more, and distorts any questions that
entail the more general definition.

Strict definition of multicollinearity? The trouble with Richard
Ulrich
is that he always MISREPRESENT without citing anything I said.

Multicollinearity in statistical usage is an ILL-DEFINED term
meaning "almost linearly dependent". In mathematical that is
NOT a well defined term where as "linear indepdence" or
"linear dependecne" are.

Paige Miller, for whatever misunderstanding he might have had,
certainly would be a FOOL to listen to Richard Ulrich who is
still completely muddled about these definitions and concepts!

[snip, slur]

In particular, one CANNOT draw causal inference from correlations
or regression without well-controlled experiments.

Well, you do need to do multiple studies, and know a lot
about your variables. That's something Bob rejects.

At least you QUOTED me, and that is a correct statement
ANY TIME. If did NOT say anything about multiple
experiments -- sometimes one well designed experiment
will do. It also did not say they always succeeed in the
inference -- that's why there is no absolutely certainty in
any result of statistical hypothesis testing, but there are
two types of errors.

When I cited Fred Mosteller's role in major observational
studies, Reef Fish Bob pretended to concede more, but
he seems to be back to his old research nihilism.

That was the experiment you cited many times that I merely
ignore, for the reason cited in the PRECEDING Paragraph.
I wasn't familiar with the experiment so I keep my mouth
SHUT (unlike Ulrich who opens and inserts foot in mouth
whether he knows what he is talking or not).

Suppose I take your word that it was ONE of the "well-
designed experiment that failed" -- first of all I don't have
anything to judge if the failure was due to a fault in the
design or just pure chance (as in Type II error).

He does
not like that term, but it seems to represent him better than
his own hedging does.

That's the typical Richard Ulrich ad hominem phrase without
any statistical substance.

-- Reef Fish Bob.

--
Rich Ulrich, wpilib@xxxxxxxx
http://www.pitt.edu/~wpilib/index.html

.

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