Multiple Regression Viewed from Causal Inference Perspective

Abstract

Multiple regression analysis is, without doubt, the most important and extremely useful method of statistical data analysis. It is also a fact, however, that there are many misuses in practical applications of the method. In the present paper, in addition to the textbook description of multiple regression analysis, some issues that seem important in applying the methodology to various practical problems are examined from the viewpoint of statistical causal inference. Some paradoxical examples will be also shown that may be of interest to students attending the class of multiple regression analysis.