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Table of Contents Appendix Exercises Chance Correlation | |
See also: variable selection - introduction, chance correlation |
The following exercise shows you the influence of chance correlations
on the results of a multivariate model. The experiment should be set up
with an artificial data set which contains only uncorrelated data. In theory
it should not be possible to set up a multivariate model relating any variable
of the data set to the remaining variables. We will start with 100 observations,
reducing the number of observations in repeated experiments (use for
all experiments).
Can you deduct a rule for the minimum number of observations in
relation to the number of variables which yields acceptable results for
multiple linear regression? Is this rule valid for neural networks, too
?
Last Update: 2006-Jän-18