Specification and Estimation of Mean Structures: Regression Models

A major activity in the social sciences is modeling the dependence of one or more outcome or dependent variables on some explanatory or predictor variables. As Hastie and Tibshirani (1990, chap. 4, sec. 2) point out, the goals of modeling this dependence are description (to find out more about the process by which the dependent variable is generated), inference (to detect the contribution of each explanatory variable for prediction), and prediction (to forecast the value of a dependent variable for a specific combination of the values of the explanatory variables).

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