多重共线性
共线性
统计
回归分析
方差膨胀系数
生态学
混淆
线性回归
计量经济学
回归
回归诊断
数学
生物
多项式回归
出处
期刊:Ecology
[Wiley]
日期:2003-11-01
卷期号:84 (11): 2809-2815
被引量:2388
摘要
The natural complexity of ecological communities regularly lures ecologists to collect elaborate data sets in which confounding factors are often present. Although multiple regression is commonly used in such cases to test the individual effects of many explanatory variables on a continuous response, the inherent collinearity (multicollinearity) of confounded explanatory variables encumbers analyses and threatens their statistical and inferential interpretation. Using numerical simulations, I quantified the impact of multicollinearity on ecological multiple regression and found that even low levels of collinearity bias analyses (r ≥ 0.28 or r2 ≥ 0.08), causing (1) inaccurate model parameterization, (2) decreased statistical power, and (3) exclusion of significant predictor variables during model creation. Then, using real ecological data, I demonstrated the utility of various statistical techniques for enhancing the reliability and interpretation of ecological multiple regression in the presence of multicollinearity.
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