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Colinéarité et régression linéaire

机译:共线性和线性回归

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The linear analysis of the regression, called also more simply linear regression, is one of the most used statistical methods in applied sciences and social sciences. Its objective is double: first of all it consists in describing the relations between a variable, called explained (or dependent) variable, and several variables, called explanatory (or independent) variables. It also makes it possible to conduct forecasts of the explained variable in terms of the explanatory variables. The links between the explanatory variables exert a considerable influence on the effectiveness of the method, whatever the objective in which it is used. We expose in this paper some of the properties of these links, recently proved and published in several papers
机译:回归的线性分析(也称为线性回归)是应用科学和社会科学中最常用的统计方法之一。它的目标是双重的:首先,它包含描述一个称为解释性(或因变量)的变量与几个称为解释性(或独立)变量的变量之间的关系。还可以根据解释变量对解释变量进行预测。无论使用哪种目标,解释变量之间的联系都会对方法的有效性产生重大影响。我们在本文中公开了这些链接的一些属性,这些属性最近得到证明并发表在几篇论文中

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