Multiple regression, longitudinal data and welfare in the 19th century: reflections on Yule (1899)

摘要

The paper that G. U. Yule read to the Royal Statistical Society in 1899 is, by virtue of its application of multiple regression to observational data, a landmark in social statistics. It is also an illustration of the value of relating a change in an explanatory variable to a change in the response when wishing to draw causal conclusions. This paper returns to Yule's data and analysis from a 21st-century perspective. A range of multilevel and fixed effects models are fitted to the reconstructed data set and his conclusions are re-examined. The social and political contexts of Yule's work are also considered.