Multiple
Regressors: Collinearity!!
¥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!!
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!