Life Lessons From Regression

In my linear regression class today, my professor said this:

“Just because a point doesn’t fit doesn’t mean it doesn’t belong in the model.”

I thought the quote was very deep. I’ll leave it up to interpretation.


3 Responses to “Life Lessons From Regression”

  1. normalboy Says:

    Haha. I just noticed that the quote has a lot of “doesn’t” in it. I think it’s a triple negative.

    I don’t think statisticians are known for their writing skills.

  2. Amy Says:

    Can you tell my students that? They keep trying to pull all outliers out of their set then recalculate, so that things look nice.

    • normalboy Says:

      The outlier might be a clue that the current fitted model isn’t valid for the relationship they’re investigating. Maybe a different model or transformation is necessary.

      I don’t know enough about the subject yet. There might be reasons to exclude outliers, but certain considerations should be made first.

      You might want to give them a quote from George Box: “All models are wrong, but some are useful.” No model or dataset is perfect. Messy data and large variability are part of statistics, and that’s part of the fun!

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