Confronting multicollinearity in ecological multiple regression

被引:1926
|
作者
Graham, MH [1 ]
机构
[1] Moss Landing Marine Labs, Moss Landing, CA 95039 USA
关键词
confounding factors; multicollinearity; multiple regression; principal components regression; sequential regression; structural equation modeling;
D O I
10.1890/02-3114
中图分类号
Q14 [生态学(生物生态学)];
学科分类号
071012 ; 0713 ;
摘要
The natural complexity of ecological communities regularly lures ecologists to collect elaborate data sets in which confounding factors are often present. Although multiple regression is commonly used in such cases to test the individual effects of many explanatory variables on a continuous response, the inherent collinearity (multicollinearity) of confounded explanatory variables encumbers analyses and threatens their statistical and inferential interpretation. Using numerical simulations, I quantified the impact of multicollinearity on ecological multiple regression and found that even low levels of collinearity bias analyses (r greater than or equal to 0.28 or r(2) greater than or equal to 0.08), causing (1) inaccurate model parameterization, (2) decreased statistical power, and (3) exclusion of significant predictor variables during model creation. Then, using real ecological data, I demonstrated the utility of various statistical techniques for enhancing the reliability and interpretation of ecological multiple regression in the presence of multicollinearity.
引用
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页码:2809 / 2815
页数:7
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