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回归分析中的混杂与共线性:一个警示故事及一种替代方法,以英国投票行为研究为例

Confounding and collinearity in regression analysis: a cautionary tale and an alternative procedure, illustrated by studies of British voting behaviour.

作者信息

Johnston Ron, Jones Kelvyn, Manley David

机构信息

School of Geographical Sciences, University of Bristol, Bristol, BS8 1SS UK.

出版信息

Qual Quant. 2018;52(4):1957-1976. doi: 10.1007/s11135-017-0584-6. Epub 2017 Nov 13.

Abstract

Many ecological- and individual-level analyses of voting behaviour use multiple regressions with a considerable number of independent variables but few discussions of their results pay any attention to the potential impact of inter-relationships among those independent variables-do they confound the regression parameters and hence their interpretation? Three empirical examples are deployed to address that question, with results which suggest considerable problems. Inter-relationships between variables, even if not approaching high collinearity, can have a substantial impact on regression model results and how they are interpreted in the light of prior expectations. Confounded relationships could be the norm and interpretations open to doubt, unless considerable care is applied in the analyses and an extended principal components method for doing that is introduced and exemplified.

摘要

许多关于投票行为的生态和个体层面分析使用了包含大量自变量的多元回归,但很少有对其结果的讨论关注这些自变量之间相互关系的潜在影响——它们是否会混淆回归参数及其解释?本文通过三个实证例子来解决这个问题,结果表明存在相当大的问题。变量之间的相互关系,即使未达到高度共线性,也可能对回归模型结果以及根据先前预期对其进行的解释产生重大影响。除非在分析中格外谨慎,并引入和举例说明一种用于此目的的扩展主成分方法,否则混淆关系可能成为常态,解释也值得怀疑。

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