INTERPRETING AN INEQUALITY IN MULTIPLE-REGRESSION

被引：17

作者：

CUADRAS, CM

机构：

来源：

AMERICAN STATISTICIAN | 1993年 / 47卷 / 04期

关键词：

COEFFICIENT OF DETERMINATION; MULTICOLLINEARITY; ORDINATION IN ECOLOGY; PRINCIPAL COMPONENT REGRESSION;

D O I：

10.2307/2685282

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This article provides a method of interpreting a surprising inequality in multiple linear regression: the squared multiple correlation can be greater than the sum of the simple squared correlations between the response variable and each of the predictor variables. The interpretation is obtained via principal component analysis by studying the influence of some components with small variance on the response variable. One example is used as an illustration and some conclusions are derived.

引用

页码：256 / 258

页数：3

共 7 条

[1] A QUIRK IN MULTIPLE-REGRESSION - THE WHOLE REGRESSION CAN BE GREATER THAN THE SUM OF ITS PARTS [J].