
Multiple
Regressors: Collinearity!L!
¥Green curve = signal
model for #1
¥Red curve = signal model for class #2
¥Blue curve = signal model for #3
¥Purple curve =
#1 + #2 + #3
which is exactly
= 1
¥ We
cannot Ñ in principle or in practice Ñ
distinguish sum of 3 signal models from constant baseline!L!
No analysis can
distinguish the cases
Z(t )=10+
5×#1
and
Z(t )=
0+15×#1+10×#2+10×#3
and an infinity
of other possibilities

Collinear
designs
are bad bad bad!