John “Bayesian Data Analysis” Carlin writes
Recent developments in the methodology of epidemiological research have emphasized the importance of achieving clarity of purpose by classifying research questions into one of three types: descriptive, predictive, and causal. . . .
I [Carlin] do not believe that studies aiming to “identify” independent predictors or “prognostic factors” are addressing well-defined research questions. Indeed, beyond the issues already raised, there is a broader question of the extent to which it is ever sensible to frame a research question as if it could be answered dichotomously, as in “is this an (independent) prognostic factor?” Prediction questions, which include prognosis, are those that involve the development of a model or algorithm to provide predictions of outcomes using available variables that are potential predictors.
This all makes sense. I kinda think that descriptive, predictive, and causal are all the same thing–or, more precisely, that “descriptive” and “causal” are special cases of “predictive,” under different conditions. But if you want to divide them into three tasks, sure, go for it. Personally, I’d rather divide statistics into the goals of exploration, estimation, and discrimination, but I think that’s because I’m thinking in a more general “data science” perspective, whereas John is focusing more on the more traditional problem of inference.
But, yes, I agree with him 100% on avoiding dichotomization, a topic that Sander Greenland, I, and others have been screaming about for a long time–indeed, John and I contributed to the anti-dichotomization theme in our book Bayesian Data Analysis, in that we focused on model building and inference within a model, rather than on the then-fashionable problem of choosing among or comparing models using Bayes factors. So, yes on that.
John continues:
Some variables may have greater predictive value than others, but this should be assessed by comparing the predictive value of the model or algorithm with and without the use of that variable, not by examining its “independent effect” in a multivariable regression model.
I’m confused on this point. I mean, sure, I agree that you shouldn’t label a regression coefficient as an “independent effect”; indeed, I always use the terms “predictors” and “outcome” rather than “independent and dependent variables.” Beyond this, I’m not quite sure what John is suggesting. Suppose you have a predictor of interest, x3, and you’ve fit the model y ~ x1 + x2 + x3 (for convenience using standard R notation). I guess John is saying, don’t just look at the coefficient for x3 in that model; also compare it to the model y ~ x1 + x2. Maybe this is a good idea–it’s not something I’ve thought about for a while. Is this the same as what used to be called “partial regression coefficients”? I remember from the statistical literature in the 1960s and 1970s that there was a lot of work on methods for understanding what happens in linear regression when you add one variable at a time. Perhaps it would be good to revisit some of those ideas, and maybe it’s a mistake that we don’t cover them in Regression and Other Stories.
I also want to plug my paper with Guido Imbens (also included as Section 21.5 in Regression and Other Stories), Why ask why? Forward causal inference and reverse causal questions. Our point there is that it can be a good idea to search for prognostic factors in observational data, not with the idea this will identify causal effects but rather as a way of understanding what’s missing from our existing models.
Finally, John writes:
More broadly, debates on whether to “adjust” or not for certain variables in a regression model can only be answered by situating the analysis within a sharply defined research question and a sharply defined rationale for specifying a regression model in the first place.
I don’t get this at all. First I don’t get why “adjust” is in scare quotes; second, ummm, yeah, it’s always good to have a sharply defined research question, but in the meantime people are always making comparisons, and so let’s do what adjusting as we can. For example, in an epidemiology study it should pretty much always be a good idea to adjust for age and smoking history. Or maybe John would say that the rationale for adjusting for age and smoking history is sharply defined, in which case maybe we’re in agreement.
To put it another way, it’s often a good idea to have a sharply defined research question–but that applies in general, not just for statistical adjustments. I think it’s also true that it’s better to have a sharply defined research question when performing a randomized clinical trial. A randomized clinical trial gives identification for the sample average treatment effect in any case–but without a sharply defined research question, it’s not clear what can be done with such an estimate.
So I’m wary of John singling out adjustment in his criticisms, as I fear his article will be taken as implying that, if you don’t try to adjust, that everything will be ok.
I sent the above comments to John, and he replied:
– I [John] don’t think it helps to say everything is actually prediction — it kinda goes against the idea of sharp specification of purpose! I’m not sure if my interest is “the traditional problem of inference” (not sure what you mean by that). I see it being about drawing conclusions that will be relevant to policies, decisions and practices in medicine and health. In this area, the question is usually causal (people want to say something about the effect of an intervention or exposure) but could be descriptive (“burden of disease” etc) or prediction (we want an algorithm for advising patients etc). The desired answer to the question (if causal or descriptive), and therefore the embodiment of the “sharp” question, should be a well-defined population parameter — as Don Rubin used to say, what would the number be if you had the whole population of interest (and could measure potential outcomes under both conditions for a causal question)…
– You write: “Suppose you have a predictor of interest, x3, and you’ve fit the model y ~ x1 + x2 + x3…” I can’t make sense of this unless you tell me why you’ve specified this model and what you hope to learn (re question of interest) from it. See all the stuff about “true model myth” in our papers.
– Re “it should pretty much always be a good idea to adjust for age and smoking history”, no!!! This is the whole point of a lot of discussion in modern epidemiology/ causal inference, that you should consider very carefully what you “adjust for” and why. The “scare” quotes are actually real quotes, reflecting that people use this terminology (of adjustment) with a whole range of ill-defined intentions, so the term “adjust for” is not well defined. There are some brief examples in the short paper that you’re commenting on that try to highlight why “adjusting” is often poorly understood and not serving a well-defined purpose. There’s a lot of writing in the epi causal inference literature about the dangers of over- or under-adjusting, and methods (usually using DAGs and always requiring substantive non-statistical assumptions) to figure out what should be adjusted for (in causal questions).
In response to John’s response, let me just say:
– The problems that he refers to, of causal inference, decision making, and description, can all be characterized as predictions conditional on some inputs. I agree 100% with John that it’s important to consider your applied goals. My statement, “‘descriptive’ and ‘causal’ are special cases of ‘predictive,’ under different conditions,” is not at all meant to deny the relevance of applied goals. The key question is what to predict, and “prediction” does not just mean prediction for new data that look just like your observed data, or for some specified test set, or whatever.
– I can change my example with x1, x2, and x3 to a real-world example from political science, for example a model of elections of legislative elections from our 1990 paper where y = Republican share of the two party vote in a district, x1 = Republican vote share in the previous election, x2 = incumbency status in the current election, x3 = incumbent party indicator. I don’t actually think that linear regression is the best model here (see our update from 2008). Anyway, in this model our goal was to estimate the incumbency advantage, defined as the expected difference in vote share for a party if an incumbent was running, compared to if it were an open seat. Our reason for including multiple predictors in our regression is not because we think any of our models are approximating a true data generating process or because we think that adjustment is sufficient to control for all confounding bias. We’re just doing the best we can here, keeping our applied goals in mind.
– Regarding age and smoking history: Sure, it depends on the goals. I was imagining a study of some medical intervention with treatment and control groups, where the patients have a mix of ages, and the outcome of interest is survival. For that sort of problem you’ll want to adjust for age and pre-treatment smoking history: even in a randomized trial there will typically be some imbalance on these important predictors, and in an observational study the imbalance can be large. And, relevant to John’s point, how you do this adjustment can be important. For example, simply including age as a linear predictor or an indicator for age > 65 might not do a good job. It also can be important for the model to the treatment effect to vary by age and smoking history, and I wouldn’t want to imply that any particular adjustment will solve all problems here. What is a reasonable adjustment procedure will depend on context, and problem-specific knowledge will help.
John also reminded me that a couple years ago we posted on John and Margarita Moreno-Betancur’s preprint, “On the Uses and Abuses of Regression Models: A Call for Reform of Statistical Practice and Teaching.” In the discussion thread, John wrote:
The idea that the method or technique is central is the fundamental problem that we identify, and we propose that this can only be addressed by turning the initial focus of teaching to the purpose or research question. This needs to be done very seriously, i.e. there should be no “general theory” of regression models, or of how to fit them “well” . . .
There has been a longstanding tendency to identify the role of the biostatistician with models and estimation techniques, undervaluing the essential role of statistical thinking in framing well-specified research questions. In contrast, our key assertion is that the three types of question need to be taken seriously, at the beginning of every analytic investigation. Identifying the type of question requires considerable reflection and discussion between statistician and collaborator. Once identified though, very briefly, if you have a prediction question, you might then think about tools A and B for developing prediction algorithms (multivariable regression being a great one if done well)… If you have a descriptive question, the first thoughts for analysis might be simple descriptive statistics, but there might be complicating issues to attend to (re sampling bias, perhaps, for which some regression technology might help). If you have a causal question, then you need to get serious about defining the question precisely, in terms of a target parameter or estimand, before thinking about the potential role for models to assist in estimating that quantity. Rather rarely, we suggest, will this target parameter be naturally defined by a coefficient in a regression model, although under carefully considered assumptions a regression coefficient might be relevant.
I think I agree with everything John is saying here–as long as you’ll accept my interpretation! When John writes, “there should be no ‘general theory’ of regression models, or of how to fit them ‘well'” . . . ummmm, my colleagues and I wrote this book, Regression and Other Stories, so obviously we do think there’s general advice we can give for regression models, and of course there’s mathematical theory (least squares, etc.). Is there a “general theory”? I guess it depends what is meant by that. In our book we recommend starting simple and then building up from there as needed based on the applied goals. This is some sort of principle, but it’s not a “general theory,” if by that John means a particular algorithm such as stepwise regression or lasso or horseshoe or whatever.
Then again, for regression there can never be a general theory, in that the most important part of a regression is typically the choice of what predictors to include. Indeed, I’ve been loudly (and, I think, correctly) critical of regression discontinuity analyses that don’t include enough predictors to account for pre-treatment differences between treatment and control. (An extreme example of this was a regression predicting remaining years of life which did not include current age as a predictor.)
The year after that discussion, John and Margarita’s paper was published;
here’s the final version. The journal also published some discussions and a rejoinder.
I read these two articles in full, and I pretty much agree with everything that John and Margarita are saying. I agree, for example, with their statement that “it is not logically possible for a single multivariable regression model,” and I think the points they make in their article are consistent with the approaches recommended in our books, Bayesian Data Analysis, Data Analysis Using Regression and Multilevel/Hierarchical Models, Regression and Other Stories, and the forthcoming Bayesian Workflow. Indeed, their recommendations also jibe with the statistical analyses performed in our book, Red State, Blue State, Rich State, Poor State.
Given all this, perhaps the question is, what is the role of default statistical procedures and generic statistical advice? We wrote Regression and Other Stories based on the knowledge that researchers will be making comparisons with various predictive and conditionally predictive goals, including causal inference, and they will be applying linear and logistic regressions to this task. With that in mind, I think it’s valuable to teach people how to understand the meaning of the expression, y = a + bx + error, along with more complicated expressions, how to interpret standard errors, how to graph data and fitted regression lines, how to avoid common pitfalls in understanding, and so forth.
It’s kinda like . . . math is used for all sorts of purposes. You can’t “do calculus” in an applied sense without having some sense of your real-world goals. Even so, general-purpose math textbooks can be useful. There are general techniques for differentiation and integration, general ways of understanding concepts such as the slope of a line and the area under a curve, etc.
To get back to statistics and regression modeling, here’s the beginning of Section 1.1 of Regression and Other Stories:

I guess we take it as a given that the only reason people are doing this is that they have some applied goals. We continue right away in that chapter with several examples.
That said, I get it when John and Margarita lament that “statistics is widely understood to provide a body of techniques for ‘modeling data.'” This is a concern. In our books we always try to start with the applied question before getting to the data, but sometimes we take the application for granted and don’t spell out the goals. Also, just as mathematical methods exist in an abstract sense without any application (2*2=4, hey!), various statistical methods and principles exist independently of examples, and indeed these are the kind of things that are worth teaching in a statistics course. So it’s complicated. I don’t think there are any easy answers. Maybe there should be a short new book explaining the ideas in John and Margarita’s article, but I don’t think this would take the place of books like Regression and Other Stories and Bayesian Workflow, which are focused on techniques for building models, fitting them, and understanding them once they’ve been fit, nor will it take the place of more mathematical books that derive the methods that we use.

