Pejorative
A pejorative or slur is a word or grammatical form expressing a negative or a disrespectful connotation, a low opinion, or a lack of respect toward someone or something. It is also used to express criticism, hostility, or disregard. Sometimes, a ...
ly, a kitchen sink regression is a statistical
regression
Regression or regressions may refer to:
Science
* Marine regression, coastal advance due to falling sea level, the opposite of marine transgression
* Regression (medicine), a characteristic of diseases to express lighter symptoms or less extent ( ...
which uses a long list of possible
independent variable
Dependent and independent variables are variables in mathematical modeling, statistical modeling and experimental sciences. Dependent variables receive this name because, in an experiment, their values are studied under the supposition or demand ...
s to attempt to explain
variance
In probability theory and statistics, variance is the expectation of the squared deviation of a random variable from its population mean or sample mean. Variance is a measure of dispersion, meaning it is a measure of how far a set of numbers ...
in a
dependent variable
Dependent and independent variables are variables in mathematical modeling, statistical modeling and experimental sciences. Dependent variables receive this name because, in an experiment, their values are studied under the supposition or demand ...
. In
economics
Economics () is the social science that studies the Production (economics), production, distribution (economics), distribution, and Consumption (economics), consumption of goods and services.
Economics focuses on the behaviour and intera ...
,
psychology
Psychology is the scientific study of mind and behavior. Psychology includes the study of conscious and unconscious phenomena, including feelings and thoughts. It is an academic discipline of immense scope, crossing the boundaries betwe ...
, and other
social sciences
Social science is one of the branches of science, devoted to the study of societies and the relationships among individuals within those societies. The term was formerly used to refer to the field of sociology, the original "science of soci ...
, regression analysis is typically used
deductively to test hypotheses, but a kitchen sink regression does not follow this norm. Instead, the analyst throws "
everything but the kitchen sink" into the regression in hopes of finding some statistical pattern.
This type of regression often leads to
overfitting
mathematical modeling, overfitting is "the production of an analysis that corresponds too closely or exactly to a particular set of data, and may therefore fail to fit to additional data or predict future observations reliably". An overfitt ...
(i.e. misleadingly suggesting relationships between independent and dependent variables in the data, which can lead to
hasty generalization
A faulty generalization is an informal fallacy wherein a conclusion is drawn about all or many instances of a phenomenon on the basis of one or a few instances of that phenomenon. It is similar to a proof by example in mathematics. It is an examp ...
s). The reason for this is that the more independent variables are included in a regression, the greater the probability that one or more will be found to be
statistically significant
In statistical hypothesis testing, a result has statistical significance when it is very unlikely to have occurred given the null hypothesis (simply by chance alone). More precisely, a study's defined significance level, denoted by \alpha, is the p ...
while in fact having no causal effect on the dependent variable as an implication of the definition of
confidence intervals
In frequentist statistics, a confidence interval (CI) is a range of estimates for an unknown parameter. A confidence interval is computed at a designated ''confidence level''; the 95% confidence level is most common, but other levels, such as 9 ...
—that is, the more likely the results are to be afflicted with
Type I error
In statistical hypothesis testing, a type I error is the mistaken rejection of an actually true null hypothesis (also known as a "false positive" finding or conclusion; example: "an innocent person is convicted"), while a type II error is the fa ...
.
See also
*
*
*
References
*
Regression variable selection
Misuse of statistics
Economics catchphrases
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