Have you ever read the warning label on a hair dryer—the part that cautions, Do Not Use in the Bath Tub? And you think to yourself, “What kind of moron uses a hair dryer in the bath tub?” It’s an electrical appliance; you don’t use electrical appliances around water. They’re not designed for that. If regression analysis had a similar warning label, it would say, Do Not Use When There Is Not a Linear Association between the Variables That You Are Analyzing.
