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共線性(Collinearity,Multicollinearity,ill-conditioning)
Collinearity, Multicollinearity, Ill-conditioning) 定義: k-variable collinear:if they are in a subspace of dimension less than k. 共線性產生的現象: 與 Var() 值變化很大 符號與直觀不符合 對重要的變數,t檢定不顯著 對減少一個變數非常敏感
chao.stat.nthu.edu.tw |
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