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Different results for between/within groups and within group regression analyses

2 messages · Alday, Phillip, Luca Danieli

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By only using one group, you're changing the amount of pooling going on, which affects shrinkage and the bias-variance / over- vs. underfitting tradeoff. When you fit a model to a subset, it will generally be better at describing that subset but often worse at describing the full set / other sets. In other words, your subset model better describes the subset because it doesn't have to spend "resources" describing the other data, but of course this also means that it will tend to not describe the other data as well - it's better at the small details but worse at the big picture.

Best,
Phillip

Sent from my mobile, please excuse my brevity.
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Thank you Phillip!

Can I add your answer to CrossValidated for future concerns by other users?

Best
Luca