GENERATING ARTIFICIAL DATA WITH PREASSIGNED DEGREE OF MULTICOLLINEARITY BY USING SINGULAR VALUE DECOMPOSITION
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概要
- 論文の詳細を見る
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.
- 日本計算機統計学会の論文
著者
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Kim Hyun
Graduate Institute Of Ferrous Technology (gift) Pohang University Of Science And Technology (postech
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Tanaka Yutaka
Department Of Cardiology Kanagawa Cardiovascular And Respiratory Center
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Tanaka Yutaka
Department Of Environmental And Mathematical Sciences Okayama University
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Tanaka Yutaka
Department Of Astronomy Kyoto University
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Kim Hyun
Graduate School Of Natural Science And Technology Okayama University
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