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

抄録

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.

収録刊行物

Journal of the Japanese Society of Computational Statistics   [巻号一覧]

Journal of the Japanese Society of Computational Statistics 8(1), 1-8, 1995-12  [この号の目次]

日本計算機統計学会

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各種コード

  • NII論文ID(NAID) :
    110001235617
  • NII書誌ID(NCID) :
    AA10823693
  • 本文言語コード :
    ENG
  • 資料種別 :
    ART
  • ISSN :
    09152350
  • 収録DB :
    CJP書誌  NII-ELS