Re: large negative parameter correlations in regression



Reef Fish wrote:
Anon. wrote:
Reef Fish wrote:

<snip>

this: "If you mean-centred your variables, then the correlation will go
away." Again, falsifiable.
It's not only falsifiable, it is FALSE.
OK, prove it.
Then you would NOT have an intercept, you IDIOT!

The keyword is

"if you mean-centered your variables" ALL the variables.

I had meant covariates, but it still doesn't matter. You will still have an intercept in the model. OK, the point estimate from the centred data will be zero, but it will have a standard error about it, because it's still being estimated.

So, you still have to demonstrate that I'm wrong I'm afraid.

Bob

--
Bob O'Hara
Department of Mathematics and Statistics
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