I have 2 sets of regression estimations with same dependent variables, same control variables and model. In the second regression, there are two additional variables. However, the sign and direction of the control variable are different in each model. Control variables that are positive and significant in regression 1 become insignificant or negative in regression 2.
What will be a good explanation for a reviewer?
Hello Vincent,
In addition to suppression (as suggested by Rainer Duesing ), add collinearity to your list of "the usual suspects" for this pattern of results. Inspecting the collinearity indicators is usually pretty easy to do.
Good luck with your work.
Thanks for the response David Morse Rainer Duesing , I have attached the output here.
Thanks
Your output is not sufficient to tell if it is suppression or anything else. For suppression, it is necessary to know the zero-order relationships between the predictors and the predictors and the criterion. Only in the overall evaluation suppression can be concluded. This can be done by comparison of the correlations and semi-partial correlation, or the regression coefficients. Additionally, there are several forms of suppression which may show up differently. Please have a look at the following articles and the seminal book by Cohen, Cohen, West & Aiken.
MacKinnon, D. P., Krull, J. L., & Lockwood, C. M. (2000). Equivalence of the mediation, confounding and suppression effect. Prevention science, 1(4), 173-181.
Shieh, G. (2006). Suppression situations in multiple linear regression. Educational and psychological measurement, 66(3), 435-447.
Cohen, J., Cohen, P., West, S. G., & Aiken, L. S. (2013). Applied multiple regression/correlation analysis for the behavioral sciences. Routledge.
Basically, if model 1 is different than model 2, this is what regression tells you. Now you can start to think about why this is so which is what the above replies are about. Take a good look at a book with a title like Applied Linear Statistical Models. Best, David Booth
- Badges
- Science topic
- Similar topics
- Mathematics
- Statistics
- Regression