It goes without saying that multiple regression is one of most popular and applied statistical methods. Thus, it would be odd if most practitioners among scientists and researchers do not understand and misapply it. And yet, this provocative conclusion seems most likely.
Because a simple bivariate correlation does not disentangle confounding effects, the multiple regression is said to be preferred. The technique attempts to evaluate the strength of an independent (predictor) variable in the prediction of an outcome (dependent) variable, when controlling, i.e., holding constant, every other variables entered (included) as independent variables into the regression model, either progressively step by step or altogether at the same time. The rationale is to get the effect of an independent variable that only belongs to it. But this is a fallacy.
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