Achen C.H. Interpreting and Using Regression

Sage Publications, 1982. — 88 p. — ISBN: 0803919158, 9780803919150.Interpreting and Using Regression sets out the actual procedures researchers employ, places them in the framework of statistical theory, and shows how good research takes account both of statistical theory and real world demands. Achen builds a working philosophy of regression that goes well beyond the abstract, unrealistic treatment given in previous texts.Editor’s Introduction.Elementary Regression Theory and Social Science Practice.
An Example.
Statistical Properties of Regression Estimates.
Consistency of Regression Coefficients.
Sampling Distributions of Regression Coefficients.
Interpretation of Confidence Intervals.
Comparing Substantive and Statistical Significance.
Choosing a Specification.
Functional Forms.
Variable Selection and R2.
Other Measures of Goodness of Fit.
The Importance of a Variable.
Theoretical Importance.
Level Importance.
Dispersion Importance.Appendix: Proof of the Consistency Result for Regression.
Notes.About the Author.