Loading ...
Sorry, an error occurred while loading the content.

RE: [APBR_analysis] Michael: A minor point ...

Expand Messages
  • Michael Tamada
    ... From: jsm_44092 [mailto:tpr42345@aol.com] Sent: Friday, January 02, 2004 10:16 PM ... The terminology may be discipline-dependent. In econometrics, I
    Message 1 of 2 , Jan 5, 2004
    • 0 Attachment
      -----Original Message-----
      From: jsm_44092 [mailto:tpr42345@...]
      Sent: Friday, January 02, 2004 10:16 PM

      >When you state "multivariate regression" I assume you mean one
      >dependent variable with multiple explanatory variables. Correct?
      >That is "multiple regression". Multivariate regression, which is
      >performed by running the univariate regressions, is when there is
      >more than one dependent variable. The two terms are often used
      >interchangeably in certain literature, but they are not the same.

      The terminology may be discipline-dependent. In econometrics,
      I usually see the term "multivariate regression". See, e.g. MIT's
      calendar for the syllabus for its undergrad econometrics class, 14.32:

      After the usual review of probability and statistical inference, the
      real meat of the course starts with lectures 6 - 11, which start
      with the simple "bivariate regression" model (although I usually use
      the term "univariate regression", and evidently you do also) and then
      move to "Introduction to multivariate regression".

      What you seem to be calling "multivariate regression" -- models with more
      than one dependent variable, in which several regressions are run -- are
      called "simultaneous equation models" in econometrics (the regressions
      however need not be, and usually are not, univariate ones). This same
      progression of "univariate regression", "multivariate regression", and
      "simultaneous equation models" is e.g. used by Wiley to describe the
      contents of one of its econometrics books:

      On the other hand, the econometrics class the Univ. of Virginia
      evidently uses the terminology that you're advocating: "univariate
      regression" being the second item on its schedule and "multiple
      regression" the fifth item:

      In practice, econometricians are almost never running univariate
      regressions, and usually just call something "a regression" with
      the understanding that it will have multiple explanatory variables.
      If there are multiple dependent variables, then it's "simultaneous

    Your message has been successfully submitted and would be delivered to recipients shortly.