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流行病学中的统计方法。VI. 相关性与回归:相同还是不同?

Statistical methods in epidemiology. VI. Correlation and regression: the same or different?

作者信息

Rigby A S

机构信息

Sheffield Children's Hospital, University of Sheffield, Western Bank, UK.

出版信息

Disabil Rehabil. 2000 Dec 15;22(18):813-9. doi: 10.1080/09638280050207857.

Abstract

PURPOSE

The statistical terms 'correlation' and 'regression' are frequently mistaken for each other in the scientific literature. Why this is so is unclear. This paper discusses their differences/ similarities arguing that in most circumstances regression is the most appropriate technique to use, since regression incorporates a notion of dependency of one variable on another.

METHOD

Pearson's correlation coefficient (r) is introduced as a method for estimating the degree of linear association between two normally distributed variables. The problem of least squares' regression (when y depends on x) is introduced by considering the best-fitting straight line between points on a scatter plot.

RESULTS

Correlation, regression analysis and residual estimation are discussed by taking examples from the author's own teaching experiences.

CONCLUSIONS

Correlation and regression share some similarities. However, regression is the better technique to use because with it comes a notion of dependency of one variable upon another. Regression model checking includes residual examination. The importance of plotting and examination of residuals cannot be overemphasized. Residual examination should become as much a part of a regression analysis as the estimation of the regression coefficients themselves.

摘要

目的

在科学文献中,统计术语“相关性”和“回归”经常被相互混淆。原因尚不清楚。本文讨论了它们的差异/相似之处,并认为在大多数情况下,回归是最合适的技术,因为回归包含了一个变量对另一个变量的依赖概念。

方法

引入皮尔逊相关系数(r)作为估计两个正态分布变量之间线性关联程度的方法。通过考虑散点图上各点之间的最佳拟合直线,介绍了最小二乘回归(当y依赖于x时)的问题。

结果

通过作者自身教学经验中的例子,讨论了相关性、回归分析和残差估计。

结论

相关性和回归有一些相似之处。然而,回归是更好的技术,因为它包含了一个变量对另一个变量的依赖概念。回归模型检验包括残差检验。绘制和检验残差的重要性无论如何强调都不为过。残差检验应成为回归分析中与回归系数估计本身同样重要的一部分。

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