The partial derivative framework for substantive regression effects

Psychol Methods. 2022 Feb;27(1):121-141. doi: 10.1037/met0000440.

Abstract

egression models are ubiquitous in the psychological sciences. The standard practice in reporting and interpreting regression models are to present and interpret coefficient estimates and the associated standard errors, confidence intervals and p-values. However, coefficient estimates have limited inferential utility if the outcome is modeled nonlinearly with respect to the substantively interpreted predictors. This is problematic in common modeling strategies, such as nonlinear predictor designs and/or generalized linear models. In the former, coefficients may correspond to product, power, log, and/or exponentially transformed units. In the latter, the relationship between the predictors and outcome are modeled via a function of the outcome, rather than the outcome in its original units. In both cases, the interpretation of the coefficients alone do not provide straightforward summaries of the data, and in fact may be misleading. We address these issues by developing a framework of regression effects by integrating two critical features. First, we explicitly model substantive variables in the units that provide the desired interpretation. Second, we use partial derivatives to summarize the relations between the substantive predictors and outcome variables to account for nonlinearities arising from modeling strategies. We show how to derive estimates and standard errors for quantities of interest in the interpretive units, as well as techniques to present the relationships between variables in meaningful ways. Finally, we provide demonstrations in both simulated and real data over a wide variety of models and estimation procedures. (PsycInfo Database Record (c) 2022 APA, all rights reserved).

MeSH terms

  • Humans
  • Linear Models
  • Models, Statistical*