Kev sib raug zoo thiab kev sib koom ua ke sib txawv li cas? Collinearity yog ib qho kev sib koom ua ke ntawm ob tus kwv yees. Multicollinearity yog qhov xwm txheej uas ob lossis ntau qhov kev kwv yees muaj feem cuam tshuam nrog. … Tab sis, kev sib txheeb 'ntawm cov kwv yees' yog ib qho teeb meem uas yuav tsum tau kho kom muaj peev xwm los ua tus qauv txhim khu kev qha.
Koj ua li cas thiaj paub yog tias kev sib txheeb matrix yog Multicollinearity?
Ntawm Multicollinearity
- Kauj Ruam 1: Txheeb xyuas cov ntawv faib tawm thiab cov lej sib txuas. …
- Kauj Ruam 2: Nrhiav cov cim tsis raug. …
- Kauj Ruam 3: Saib rau qhov tsis ruaj khov ntawm cov coefficients. …
- Kauj Ruam 4: Txheeb xyuas qhov Variance Inflation Factor.
Kev sib raug zoo sib npaug li cas?
Kev sib raug zoo yog ntsuas los ntawm -1.00 txog +1.00. Kev sib raug zoo coefficient, feem ntau qhia raws li r, qhia txog kev ntsuas ntawm kev taw qhia thiab lub zog ntawm kev sib raug zoo ntawm ob qhov sib txawv. Thaum tus nqi r ze dua rau +1 lossis -1, nws qhia tau tias muaj kev sib raug zoo ntawm ob qhov sib txawv.
Dab tsi yog qhov sib txawv ntawm kev sib raug zoo thiab kev sib raug zoo?
Kev sib raug zoo yog txheej txheem ntawm kev kawm txog qhov laj thawj thiab cov txiaj ntsig kev sib raug zoo uas muaj nyob nruab nrab ntawm ob qhov sib txawv. Correlation coefficient yog qhov ntsuas ntawm qhov sib txheeb uas muaj nyob nruab nrab ntawm ob qhov sib txawv.
Koj txhais li cas kev sib txheeb coefficient?
Degree ntawmkev sib raug zoo:
- Perfect: Yog tias tus nqi nyob ze ± 1, ces nws tau hais tias yog kev sib raug zoo tag nrho: raws li qhov sib txawv nce, lwm qhov sib txawv kuj tseem nce (yog tias zoo) lossis txo qis (yog tias tsis zoo).
- High degree: Yog tias tus nqi coefficient nyob nruab nrab ntawm ± 0.50 thiab ± 1, ces nws tau hais tias yog kev sib raug zoo.
