V2EX multicollinearity

Multicollinearity

定义 Definition

多重共线性:在回归分析等统计建模中,两个或多个自变量(解释变量)之间存在较强线性相关,使得模型难以区分各自变量的独立影响,常导致系数不稳定、标准误增大、显著性检验失真等问题。(该词也常泛指“变量之间高度相关”的情形。)

发音 Pronunciation (IPA)

/mltiklnirti/
/mltiklnrti/

例句 Examples

Multicollinearity can make regression results unreliable.
多重共线性会让回归结果变得不可靠。

After adding both income and spending as predictors, the model showed severe multicollinearity, inflating standard errors and making the coefficients hard to interpret.
在把收入和支出都加入预测变量后,模型出现了严重的多重共线性,导致标准误被放大、系数难以解释。

词源 Etymology

multi-(“多、多个”)+ collinearity(“共线性”,源自 collinear “共线的”)构成;collinear 来自 **co-**(“共同”)+ linear(“线性的”)。整体字面意思是“多个(变量的)共线性”,用于描述回归中自变量之间“高度线性相关”的问题。

相关词 Rlated Words

文献与著作中的用例 Literary / Notable Works

  • Applied Regression Analysis(Norman R. Draper & Harry Smith)
  • Introduction to Linear Regression Analysis(Douglas C. Montgomery, Elizabeth A. Peck, G. Geoffrey Vining)
  • Econometric Analysis(William H. Greene)
  • Applied Econometric Time Series(Walter Enders)
  • The Elements of Statistical Learning(Trevor Hastie, Robert Tibshirani, Jerome Friedman)(相关章节讨论相关特征与模型稳定性问题)
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