Video: Yuav kuaj tau Multicollinearity li cas?
2024 Tus sau: Stanley Ellington | [email protected]. Kawg hloov kho: 2023-12-16 00:17
Multicollinearity tuaj yeem kuj be kuaj pom nrog kev pab ntawm kam rau siab thiab nws reciprocal, hu ua variance inflation factor (VIF). Yog tias tus nqi kam rau ua tsawg dua 0.2 lossis 0.1 thiab, ib txhij, tus nqi ntawm VIF 10 thiab siab dua, ces qhov multicollinearity yog teeb meem.
Ib yam li ntawd, koj tuaj yeem nug, ua li cas koj thiaj paub yog tias kev sib txuam sib luag yog qhov teeb meem?
Multicollinearity tshwm sim thaum twg cov kev hloov pauv ywj pheej hauv tus qauv regression yog correlated. Qhov kev sib raug zoo no yog a teeb meem vim cov kev hloov pauv ywj pheej yuav tsum muaj kev ywj pheej. Yog cov degree ntawm correlation ntawm variables yog siab txaus, nws yuav ua tau teeb meem thaum koj haum tus qauv thiab txhais cov ntsiab lus.
Tom qab ntawd, lo lus nug yog, vim li cas peb thiaj sim Multicollinearity? Multicollinearity ua rau muaj kev hloov pauv hauv cov paib raws li qhov loj ntawm ib feem regression coefficients los ntawm ib tus qauv mus rau lwm tus qauv. Multicollinearity ua rau nws tsis txaus siab los ntsuas qhov tseem ceeb ntawm cov kev hloov pauv ywj pheej hauv kev piav qhia qhov kev hloov pauv los ntawm qhov sib txawv ntawm qhov sib txawv.
Tsis tas li ntawd, koj yuav ua li cas thiaj nrhiav tau autocorrelation?
Autocorrelation kuaj tau siv lub correlogram (ACF plot) thiab tuaj yeem kuaj tau siv Durbin-Watson xeem . Auto part of autocorrelation yog los ntawm Greek lo lus rau tus kheej, thiab autocorrelation txhais tau hais tias cov ntaub ntawv uas muaj feem cuam tshuam nrog nws tus kheej, tsis yog kev sib raug zoo nrog lwm cov ntaub ntawv.
VIF txhais li cas?
Variance Inflation Factor
Pom zoo:
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