RD=Regression “Discontent”

I started on regression (or more precisely, the “conditional expectation function”) ever since the second year of my college. So I have known this guy for more than 5 years. I used to think it is easy and natural. But of course not now.

We tend to take the idea of regression as simple, natural and intuitive. It is something that we all learn in baby statistics, therefore, many people have known it for a long time, and think that they know it well.

Yet it is not true. For the recent 2 years of my nascent academic career, I re-think about regression from time to time. Every time I feel that I have a deeper understanding of it, bit by bit, partly due to my enlarging context of knowledge and vision across different disciplines. I also feel that there are a lot that I do not know about it at the time being. I enjoy this process.

I hate it when people take regression, the fundamental of the basics, as granted. In a lot of publications and presentations that I see, some of us mistakenly think that they “magically” discover things by “running” this seemingly scientific analysis over their data. In my opinion as a nascent researcher, this is totally stupid.

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