Phrases with «spurious regression»

The phrase "spurious regression" refers to a statistical phenomenon where two unrelated variables appear to be strongly correlated. It can happen when both variables show a long-term growth trend over time, even though they have no causal relationship. Full definition

Sentences with «spurious regression»

  • The dangers when using a non-stationary variable in a levels regression are potentially so bad (a nonsense, or spurious regression) that the safe course is to do the regression in differences. (realclimate.org)
  • A major benefit of cointegration is that one can regress temperature and CO2 in levels, whereas ordinarily that would lead to a spurious regression because the variable are not stationary in levels. (realclimate.org)
  • Gavin Schmidt recently discussed the spurious regression arising from regression of temperature against incidence of the name «Gavin», an example introduced by Lucia. (climateaudit.org)
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