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Sequential Regression: A Neodescriptive Approach to Multicollinearity

机译:顺序回归:多重共线性的一种新描述方法

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摘要

Classical regression analysis uses partial coefficients to measure the influences of some variables (regressors) on another variable (regressand). However, a descriptive point of view shows that these coefficients are very bad measures of influence. Their interpretation as an average change of the regressand is only valid if the regressors are weakly correlated, and they are useless when the degree of multicollinearity is high. Despite these obvious flaws there is a lack of alternative ideas to measure influences. On that score this paper proposes two new coefficients of influence: (1) A supplementary coefficient measures the additional influence of a regressor when certain variables are already taken into account. (2) A particular coefficient, which is a mean of certain supplementary coefficients, allocates the influence of a regressor within the collective influence of all regressors. Both new coefficients can directly be interpreted as average changes of the regressand.
机译:经典回归分析使用偏系数来衡量某些变量(回归变量)对另一个变量(回归变量)的影响。但是,从描述的角度来看,这些系数是影响的非常不好的度量。仅当回归变量之间的相关性较弱时,才将它们解释为平均回归变化才有效,而当多重共线性度较高时,它们将无用。尽管存在这些明显的缺陷,但仍缺乏替代方法来衡量影响力。在该分数上,本文提出了两个新的影响系数:(1)当已经考虑了某些变量时,补充系数用于衡量回归变量的附加影响。 (2)特定系数是某些补充系数的平均值,它在所有回归变量的集体影响范围内分配回归变量的影响。这两个新系数都可以直接解释为回归的平均变化。

著录项

  • 作者

    Fickel Norman;

  • 作者单位
  • 年度 2001
  • 总页数
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类

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