GENERATING ARTIFICIAL DATA WITH PREASSIGNED DEGREE OF MULTICOLLINEARITY BY USING SINGULAR VALUE DECOMPOSITION

    • KIM Hyun Bin
    • Graduate School of Natural Science and Technology, Okayama University
    • TANAKA Yutaka
    • Department of Environmental and Mathematical Sciences, Okayama University

Abstract

A method is proposed for generating artificial data with preassigned degree of multicollinearity. The method is based on the singular value decomposition and the degree of multicollinearity is assigned with a set of singular values. Numerical examples are given to show the performance of the proposed method.

Journal

Journal of the Japanese Society of Computational Statistics   [List of Volumes]

Journal of the Japanese Society of Computational Statistics 8(1), 1-8, 1995-12  [Table of Contents]

Japanese Society of Computational Statistics

References:  5

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Codes

  • NII Article ID (NAID) :
    110001235617
  • NII NACSIS-CAT ID (NCID) :
    AA10823693
  • Text Lang :
    ENG
  • Article Type :
    ART
  • ISSN :
    09152350
  • Databases :
    CJP  NII-ELS 

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