Regression to the mean, RTM for short, is a statistical phenomenon which occurs when a variable that is in some sense unreliable or unstable is measured on two different occasions. Another way to put it is that RTM is to be expected whenever there is a less than perfect correlation between two measurements of the same thing. The most conspicuous consequence of RTM is that individuals who are far from the mean value of the distribution on first measurement tend to be noticeably closer to the mean on second measurement. As most variables aren’t perfectly stable over time, RTM is a more or less universal phenomenon.

In this post, I will attempt to explain why regression to the mean happens. I will also try to clarify certain common misconceptions about it, such as why RTM does not make people more average over time. Much of the post is devoted to demonstrating how RTM complicates group comparisons, and what can be done about it. My approach is didactic and I will repeat myself a lot, but I think that’s warranted given how often people are misled by this phenomenon.
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