理解多元线性回归的结果

Understanding the Results of Multiple Linear Regression

ORGANIZATIONAL RESEARCH METHODS · 2013
被引 342
人大 A-ABS 4

中文导读

回顾了多元线性回归中因多重共线性导致权重解释困难的问题,介绍了多种替代指标,并提供了免费软件来计算这些指标及其自助置信区间,帮助研究者更准确地分析回归结果。

Abstract

Multiple linear regression (MLR) remains a mainstay analysis in organizational research, yet intercorrelations between predictors (multicollinearity) undermine the interpretation of MLR weights in terms of predictor contributions to the criterion. Alternative indices include validity coefficients, structure coefficients, product measures, relative weights, all-possible-subsets regression, dominance weights, and commonality coefficients. This article reviews these indices, and uniquely, it offers freely available software that (a) computes and compares all of these indices with one another, (b) computes associated bootstrapped confidence intervals, and (c) does so for any number of predictors so long as the correlation matrix is positive definite. Other available software is limited in all of these respects. We invite researchers to use this software to increase their insights when applying MLR to a data set. Avenues for future research and application are discussed.

组织研究多元线性回归多重共线性回归诊断