Date: Mon, 9 Jul 2007 23:28:32 0700
ReplyTo: David L Cassell <davidlcassell@MSN.COM>
Sender: "SAS(r) Discussion" <SASL@LISTSERV.UGA.EDU>
From: David L Cassell <davidlcassell@MSN.COM>
Subject: Re: Can I do this multiplr regression?
InReplyTo: <OF4A31475F.0DE90BF1ON8625730F.006662A68625730F.006662B3@lsu.edu>
ContentType: text/plain; format=flowed
xfang@LSU.EDU wrote:
>
>Hi,
>
>A colleague asked me if he can do this multiple regression. He first
>calculated differences from X1 and X2 and used it as the dependent variable
>(Y). Then he wanted to run regression Y = X0 X1 X3 X4 where Y is the
>difference between X1 and X2, and he wanted to put X1 as one predictor. X0,
>X3, X4 are independent from Y.
>
>Can this multiple regression be done? Which assumption is violated?
>
>Thanks,
>
>Xiaobing
This, in itself, does not violate any regression assumptions. Of course:
[1] regression assumptions may be violated that have nothing to do with
using Y=X1X2.
and
[2] there may be serious logical violations in doing this.
#2 depends on the data, the meaning of the variables, the underlying
theory involved, the scope of the data, etc. It may be entirely feasible
to perform the regression, even though scientifically it could be a hideous
nightmare. I think this is a subjectmatter problem more than a
statistical one.
HTH,
David

David L. Cassell
mathematical statistician
Design Pathways
3115 NW Norwood Pl.
Corvallis OR 97330
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