预测变量之间的高相关性会损害您的线性回归模型。此问题称为共线性或多重共线性。第一个视频概述了共线性、如何理解它、如何检测它、它与 JMP 报告中显示的 VIF（方差膨胀因子）有何关系以及如何解释 VIF。第二个视频展示了如何使用主成分分析来构建准确考虑共线性的模型。随附的 JMP 期刊为您提供了视频中使用的数据，因此您可以尝试这些技术。
Identifying and Understanding the Impact of Collinearity
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Principal Components Analysis PCA for Modeling Multivariate Relationships
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Learn more in our free online course:Statistical Thinking for Industrial Problem Solving （在“我的视频”中查看） In this video, we show how to compute ca...