Kitchen sink regression

A kitchen sink regression is an informal and usually pejorative term for a regression analysis which uses a long list of possible independent variables to attempt to explain variance in a dependent variable. In economics, psychology, and other social sciences, regression analysis is typically used deductively to test hypotheses, but a kitchen sink regression does not follow this norm. Instead, the analyst throws "everything and the kitchen sink" into the regression in hopes of finding some interesting statistical pattern. The results of this type of regression may be interpreted inductively to suggest that the same pattern of relationships between independent and dependent variables will be found in other data, which can lead to hasty generalizations.

The kitchen sink regression is an example of the practice of data dredging.

References

• Barreto and Howland (2005). "Chapter 17: Joint Hypothesis Testing". Introductory Econometrics: Using Monte Carlo Simulation with Microsoft Excel. Cambridge University Press. ISBN 0521843197. http://www3.wabash.edu/econometrics/EconometricsBook/chap17.htm.