基于投入—产出思想的多重共线问题的解决

The Method Based on Input & Output to Resolve Multicollinearity

多重共线是回归分析中常见的问题,尤其是近似多重共线,对预测精度和稳定性影响很大。本文着重论述了近似多重共线的危害、诊断以及几种常用的解决办法,并根据投入——产出中直接消耗、间接消耗的思想,提出一种新的解决思路。

In this paper,the author talks about the problem of multicollinearity, emphatically the approximate multicollinearity and how to find out the existing multicollinearity. As for the approximate multicollinearity, the author puts forward a perfectly new method to resolve it.