Pejorative
A pejorative word, phrase, slur, or derogatory term is a word or grammatical form expressing a negative or disrespectful connotation, a low opinion, or a lack of respect toward someone or something. It is also used to express criticism, hosti ...
ly, a kitchen sink regression is a statistical
regression which uses a long list of possible
independent variable
A variable is considered dependent if it depends on (or is hypothesized to depend on) an independent variable. Dependent variables are studied under the supposition or demand that they depend, by some law or rule (e.g., by a mathematical function ...
s to attempt to explain
variance
In probability theory and statistics, variance is the expected value of the squared deviation from the mean of a random variable. The standard deviation (SD) is obtained as the square root of the variance. Variance is a measure of dispersion ...
in a
dependent variable
A variable is considered dependent if it depends on (or is hypothesized to depend on) an independent variable. Dependent variables are studied under the supposition or demand that they depend, by some law or rule (e.g., by a mathematical functio ...
. In
economics
Economics () is a behavioral science that studies the Production (economics), production, distribution (economics), distribution, and Consumption (economics), consumption of goods and services.
Economics focuses on the behaviour and interac ...
,
psychology
Psychology is the scientific study of mind and behavior. Its subject matter includes the behavior of humans and nonhumans, both consciousness, conscious and Unconscious mind, unconscious phenomena, and mental processes such as thoughts, feel ...
, and other
social sciences
Social science (often rendered in the plural as the social sciences) is one of the branches of science, devoted to the study of society, societies and the Social relation, relationships among members within those societies. The term was former ...
, 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
In 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 overfi ...
(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 a result at least as "extreme" would be very infrequent if the null hypothesis were true. More precisely, a study's defined significance level, denoted by \alpha, is the ...
while in fact having no causal effect on the dependent variable as an implication of the definition of
confidence intervals—that is, the more likely the results are to be afflicted with
Type I error
Type I error, or a false positive, is the erroneous rejection of a true null hypothesis in statistical hypothesis testing. A type II error, or a false negative, is the erroneous failure in bringing about appropriate rejection of a false null hy ...
.
See also
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References
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Regression variable selection
Misuse of statistics
Economics catchphrases
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