论变量线性相关系数的相互制约及其对多元线性回归方程拟合优度的影响
ON THE RELATIONSHIP AMONG THE LINEAR CORRELATION COEFFICIENTS OF VARIABLES AND ITS INFLUENCE ON GOODNESS OF FIT IN MULTI-VARIATE LINEAR REGRESSION EQUATION
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摘要: 本文提出并定量地研究了三个变量间线性相关系数的相互制约关系。在此基础上讨论了因子相关对多元线性回归方程拟合优度的影响。提出一种选因子的标准,并初步论证了它的合理性。Abstract: A quantitative study of the relationship among the correlation coefficients pn the case of 3 variables is presented. Based on these relations the influence of the factor correlations on goodness of fit in multivariate regression equation is examined. At last a criterion is suggested for choosing the factors and reasonableness of the criterion is discussed.