Linear Regression Coefficients Are Probably Lying to You

Interpreting linear regression coefficients is common to do, because it's so easy. Training a model can be done in a few lines of code, and the results yield statistics that can be stated matter-of-factly: "each additional point on the SAT increases your chances of admission by 0.002%". Whenever you train a linear regression (or logistic regression) model with this intent, be wary: you are treading in dangerous waters. What is linear regression even doing? It multiplies each of the inputs by a value and adds them up -- as an additional degree of freedom, an'intercept' can be added.