Multicollinearity yog ib qho teeb meem vim nws ua rau qhov tseem ceeb ntawm kev sib txawv ntawm kev ywj pheej. Lwm yam khoom sib npaug, qhov loj dua tus qauv yuam kev ntawm kev sib hloov coefficient, qhov tsawg dua yog tias qhov coefficient no yuav yog qhov tseem ceeb.
Yuav ua li cas koj thiaj paub yog tias muaj ntau yam kab mob sib kis?
Ib txoj hauv kev los ntsuas ntau qhov sib txawv yog qhov sib txawv ntawm qhov nce nyiaj nce siab (VIF), uas ntsuas seb qhov sib txawv ntawm qhov kwv yees qhov sib txawv ntawm qhov sib txawv nce ntxiv yog tias koj cov kwv yees sib txheeb. … VIF nruab nrab ntawm 5 thiab 10 qhia tias muaj kev sib raug zoo uas yuav muaj teeb meem.
Puas yog kev sib koom ua ke yog qhov teeb meem rau kev kwv yees?
Multicollinearity tseem yog teeb meem rau kev kwv yees lub zog. Koj tus qauv yuav overfit thiab tsis tshua muaj feem cuam tshuam rau cov ntaub ntawv tawm ntawm cov qauv. Hmoov zoo, koj R2 yuav tsis cuam tshuam thiab koj cov coefficients tseem yuav tsis ncaj ncees.
Vim li cas kev sib koom ua ke yog qhov teeb meem hauv kev thim rov qab?
Multicollinearity txo qhov tseeb ntawm qhov kwv yees coefficients, uas ua rau lub zog tsis muaj zog ntawm koj tus qauv regression. Tej zaum koj yuav tsis tuaj yeem tso siab rau p-tus nqi txhawm rau txheeb xyuas cov kev hloov pauv ywj pheej uas yog qhov tseem ceeb.
Thaum twg koj yuav tsum tsis quav ntsej txog kev sib koom ua ke?
Nws nce tus qauv yuam kev ntawm lawv cov coefficients, thiab nws yuav ua rau cov coefficients tsis ruaj khov nyob rau ntau txoj hauv kev. Tab sis ntev li lub collinearCov kev hloov pauv tsuas yog siv los tswj cov kev hloov pauv, thiab lawv tsis sib koom nrog koj qhov kev txaus siab, tsis muaj teeb meem.
