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“虚假”相关性的幽灵。

The spectre of 'spurious' correlations.

作者信息

Jackson D A, Somers K M

机构信息

Department of Zoology, University of Toronto, M5S 1A1, Toronto, Ontario, Canada.

出版信息

Oecologia. 1991 Mar;86(1):147-151. doi: 10.1007/BF00317404.

Abstract

Ecologists often 'standardize' data through the use of ratios and indices. Such measures are employed generally to remove a 'size effect' induced by some relatively uniteresting variable. The implications of using the resultant data in correlation and regression analyses are poorly recognized. We show that ratios and indices often provide surprising and 'spurious' results due to their unusual properties. As a solution, we advocate the use of randomization tests to evaluate hypotheses confounded by 'spurious' correlations. In addition, we emphasize that identifying the appropriate null correlation is of utmost importance when statistically evaluating ratios, although this issue is frequently ignored.

摘要

生态学家常常通过使用比率和指数来“标准化”数据。此类度量通常用于消除由某些相对无趣的变量所引发的“规模效应”。在相关性和回归分析中使用所得数据的影响却鲜为人知。我们表明,由于比率和指数具有不同寻常的特性,它们常常会得出令人惊讶且“虚假”的结果。作为一种解决方案,我们提倡使用随机化检验来评估因“虚假”相关性而混淆的假设。此外,我们强调,在对比率进行统计评估时,确定合适的零相关性至关重要,尽管这个问题常常被忽视。

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