Gunst R F, Mason R L
Biometrics. 1977 Mar;33(1):249-60.
In this paper a regression analysis is performed with data on spinal cord injuries in order to demonstrate the benefits of determining which, if any, multicollinearities are present in prediction data. Existing multicollinearities are shown to be useful both in determining characteristics of the sampled population as well as explaining possible erratic behavior of variable selection procedures. Latent root regression is performed on the data to illustrate one method of using biased regression techniques to incorporate knowledge of multicollinearities in developing prediction equations.
在本文中，利用脊髓损伤数据进行了回归分析，以证明确定预测数据中是否存在多重共线性（若存在的话）所带来的益处。结果表明，现有的多重共线性对于确定抽样人群的特征以及解释变量选择过程中可能出现的不稳定行为均有用处。对这些数据进行了主成分回归，以说明一种利用有偏回归技术在建立预测方程时纳入多重共线性知识的方法。
