A while ago I wrote a short blog post with a pretty simple message: “Don’t Put Too Much Meaning Into Control Variables”. And I must say I was surprised by the many positive responses it got. The respective tweet received more than 1000 likes and nearly 400 retweets. And the blog post even got mentioned in an internal newsletter by the World Bank. So clearly there seems to be some demand for the topic. That’s why my coauthor Beyers Louw (PhD student at Maastricht University) and I decided to turn it into a citable research note, which is now available on arXiv:
“On the Nuisance of Control Variables in Regression Analysis”
Abstract: Control variables are included in regression analyses to estimate the causal effect of a treatment variable of interest on an outcome. In this note we argue that control variables are unlikely to have a causal interpretation themselves though. We therefore suggest to refrain from discussing their marginal effects in the results sections of empirical research papers.
Please use it and save yourself a paragraph or two in your next research paper! :)
Paul Hünermund, Ph.D. 