Journal of the Korean Operations Research and Management Science Society (한국경영과학회지)

The Korean Operations Research and Management Science Society (한국경영과학회)
권호 표지

Biased-Recovering Algorithm to Solve a Highly Correlated Data System

상관관계가 강한 독립변수들을 포함한 데이터 시스템 분석을 위한 편차 - 복구 알고리듬

  • 이미영 (건국대학교 경영대학 경영정보학과)
  • Published : 2003.09.01
Download PDF
⟨ Previous Next ⟩

Abstract

In many multiple regression analyses, the “multi-collinearity” problem arises since some independent variables are highly correlated with each other. Practically, the Ridge regression method is often adopted to deal with the problems resulting from multi-collinearity. We propose a better alternative method using iteration to obtain an exact least squares estimator. We prove the solvability of the proposed algorithm mathematically and then compare our method with the traditional one.

Keywords

References

  1. 데이터 마이닝 장남식;홍성환;장재호
  2. Elementary Numerical Analysis, An Alogrithm Approach(3rd ed.) Conte, S.D. Conte;C.D. Boor
  3. Technometrics v.12 no.1 Ridge Regression : Based Estimation for Nonorthogonal Problems Hoerl,A.E.;R.W.Kennard https://doi.org/10.2307/1267351
  4. Computers Math. Applic. v.31 no.8 Artificial damping techniques for scalar waves in the frequency domain Kim,S.;M.Lee https://doi.org/10.1016/0898-1221(96)00025-9
  5. Information & Management v.37 The relationship between user participation and system sucess : a simulation contingency approach Lin,W.T.;B.B.M.Shao https://doi.org/10.1016/S0378-7206(99)00055-5
  6. Applied Linear Algebra(3rd ed.) Noble,B.;J.W.Daniel
  7. Comp.Stat. & Data Analysis v.30 A dynamic plot for the specification of curvature in linear regression Seo,H.S. https://doi.org/10.1016/S0167-9473(98)00057-7