Multicollinearity: How common factors cause Type 1 errors in multivariate regression
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DOI: 10.1002/smj.2783
Abstract: Research Summary: In multivariate regression analyses of correlated variables, we sometimes observe pairs of estimated beta coefficients large in absolute magnitude and opposite in sign. T‐statistics are also large, suggesting meaningful findings. I found 64… read more here.
Keywords: beta coefficients; type errors; multivariate regression; opposite sign ... See more keywords
Interpreting Linear Beta Coefficients Alongside Feature Importances in Machine Learning
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DOI: 10.1007/s11293-021-09711-8
Abstract: Machine-learning regression models lack the interpretability of their conventional linear counterparts. Tree- and forest-based models offer feature importances, a vector of probabilities indicating the impact of each predictive variable on a model’s results. This brief… read more here.
Keywords: beta coefficients; machine learning; feature importances; importances machine ... See more keywords