[R-sig-ME] fixed effects correlated with the intercept

John Maindonald john.maindonald at anu.edu.au
Sun Mar 25 03:22:06 CEST 2007


Used in this manner, the word "control" is surely confusing
and misleading.  What you have are surely post-hoc covariate
adjustments.


John Maindonald             email: john.maindonald at anu.edu.au
phone : +61 2 (6125)3473    fax  : +61 2(6125)5549
Centre for Mathematics & Its Applications, Room 1194,
John Dedman Mathematical Sciences Building (Building 27)
Australian National University, Canberra ACT 0200.


On 25 Mar 2007, at 4:58 AM, Austin Frank wrote:

> On Fri, Mar 23 2007, John Maindonald wrote:
>
>> Is'nt this what might be expected.  Center the covariate about
>> its mean and, depending on the detailed variance-covariance
>> structure, the correlation may well reduce to zero.
>> ...
>> [snip useful demonstration]
>> ...
>> the correlation can be made arbitrarily close to -1 or 1,
>> respectively.
>
> Thanks, this explains a lot.  I also appreciate the general point
> about thinking in terms of lm when trying to reason about the fixed
> effects in a model.
>
>> What do you mean when you say "I have two covariates that I consider
>> to be controls in my model." Do you mean that these code for
>> observations that you are treating as controls?  Or what?
>
> I guess more precise terms might be "post-hoc controls" or "possible
> confounds".  Our stimulus selection process did not take into account
> certain properties of the stimuli that may have influenced the
> observed behavior.  By adding these properties into the model as
> post-hoc controls we can test whether the factors of interest have a
> significant effect on the observed behavior even when these other
> properties of the stimuli are accounted for.
>
> Thanks again,
> /au
>
> -- 
> Austin Frank
> http://aufrank.net
> GPG Public Key (D7398C2F): http://aufrank.net/personal.asc
>
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