Question

In a multiple regression model, when we interpret an estimate of a beta parameter, we often...

In a multiple regression model, when we interpret an estimate of a beta parameter, we often say, "in the presence of these predictors," or "controlling for these predictors," and then we proceed to naming the predictors. Why?

I. because the predictors can affect the significance of the estimate

II. because the predictors can affect the sign of the estimate

III. because the predictors can affect the value of the estimate

Group of answer choices

a. I only

b. III only

c. II only

d. I, II and III

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Answer #1

All the statements are corrects

So correct choice is option d. I, II and III

Since the presence of the one predictor affect the coefficient of the other predictor.

If we remove one of the predictor then this may change the sign, value of the coefficient of the other predictor. Also the significance of the coefficient may affect when we remove the other predictor from the model.

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