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

  • 제28권3호
  • /
  • Pages.61-66
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  • 2003
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  • 1225-1119(pISSN)
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  • 2733-4759(eISSN)
한국경영과학회 (The Korean Operations Research and Management Science Society)
권호 표지

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

Biased-Recovering Algorithm to Solve a Highly Correlated Data System

  • 이미영 (건국대학교 경영대학 경영정보학과)
  • 발행 : 2003.09.01
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초록

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.

키워드

참고문헌

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