Although, I'm not sure how that really works. Was the person saying that multicollinearity would make smoking insignificant if both variables are on the right-hand side? Not necessarily, b/c smoking causes emphysema and heart disease as well. In fact, the dangers of smoking are mostly *not* lung cancer, so controlling for it might be perfectly appropriate.
Sweet!
ReplyDeleteAlthough, I'm not sure how that really works. Was the person saying that multicollinearity would make smoking insignificant if both variables are on the right-hand side? Not necessarily, b/c smoking causes emphysema and heart disease as well. In fact, the dangers of smoking are mostly *not* lung cancer, so controlling for it might be perfectly appropriate.
The quote might not be entirely accurate, but the idea behind it is important: sometimes controls can obscure rather than enlighten.
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