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我叫仙人涨 · 2020年01月08日

共线性和线性的问题

1. 请问下linear correlation就是correlation 的意思么? 中文说共线性,但是讲义写的是correlated ,么有写linear  2. Linear relationship 是直线线性关系还是就是只要是可以表现成curve shape就可以是lieanr ?
2 个答案

我叫仙人涨 · 2020年01月08日

我好像明白了。做个大总结, 星星老师看下对么?

strong correlation means linear relationship ! 

eg. correlation of X1 and X2 : 

if correlation = 1, then it is linear 

if correlation > 0.7 , then it is highly or called strongly correlated 

For for X variables to be allowed to put in the equation: 

1) X must contribute to Y

2) X1 and X2 etc must have correlation   

 (1) and (2) conditions  are based on omitted variable theory says

 Ommited Variable under Model Specification says "One or more impt variables could be omitted from regression "
Two conditions must hold for omitted variable bias to exist.
a) The omitted variable must be correlated with the dependent variable.
b) The omitted variable must be correlated with one or more other explanatory/ independent variables. ) 

3) X1 and X2 etc must have correlation but smaller than 0.7

  (3) is based on multicollinearity theory  says we must assumed there is no strong correlation  btw X )

星星_品职助教 · 2020年01月09日

可以这么总结

Henry HANG · 2020年01月08日

共线性就是x之间有很强的关系,这会使预测有bias,你说的linear correaltion 是y 与x 之间的线性关系


我叫仙人涨 · 2020年01月08日

吼吼,多谢,我总结了一下,不懂对不对,等着星星老师回复吧~

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