Interpreting an Inequality in Multiple Regression |
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Authors: | Carles M Cuadras |
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Institution: | Department of Statistics , University of Barcelona , Diagonal 645, Barcelona , 08028 , Spain |
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Abstract: | This article provides a method of interpreting a surprising inequality in multiple linear regression: the squared multiple correlation can be greater than the sum of the simple squared correlations between the response variable and each of the predictor variables. The interpretation is obtained via principal component analysis by studying the influence of some components with small variance on the response variable. One example is used as an illustration and some conclusions are derived. |
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Keywords: | Coefficient of determination Multicollinearity Ordination in ecology Principal component regression |
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