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Tuesday, October 06, 2009
Walt Davis on Regression Toward the Mean
Walt Davis gives us the lowdown on regression toward the mean. Well, he’s saying it’s not, but it is. I’m not going to debate the semantics of the definition (which I highlighted in bold below), since I agree with the entirety of the rest of his post, and it’s exactly the way I do forecasts (Marcel anyway), and the way MGL describes it, and the way Andy handles the issue in The Book. I do not know why Walt went on the offensive to a copy of MGL’s post (which I agree is poorly worded, and if MGL were to recorrect his post, it would be similar in spirit to Walt’s post). Anyway, you can skip the part where Walt goes on the offensive, and read his post:
(11) Comments • 2009/10/06
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