Browsing by Author "Huang, Chien-Chia L."

Now showing 1 - 2 of 2

A new multicollinearity diagnostic for generalized linear models
(2016)
Huang, Chien-Chia L.
;
Jou, Yow-Jen
;
Cho, Hsun-Jung
;
運輸與物流管理系註：原交通所+運管所
;
資訊管理與財務金融系註：原資管所+財金所
We propose a new collinearity diagnostic tool for generalized linear models. The new diagnostic tool is termed the weighted variance inflation factor (WVIF) behaving exactly the same as the traditional variance inflation factor in the context of regression diagnostic, given data matrix normalized. Compared to the use of condition number (CN), WVIF shows more reliable information on how severe the situation is, when data collinearity does exist. An alternative estimator, a by-product of the new diagnostic, outperforms the ridge estimator in the presence of data collinearity in both aspects of WVIF and CN. Evidences are given through analyzing various real-world numerical examples.
Difference-based matrix perturbation method for semi-parametric regression with multicollinearity
(2017-01-01)
Huang, Chien-Chia L.
;
Jou, Yow-Jen
;
Cho, Hsun-Jung
;
運輸與物流管理系註：原交通所+運管所
;
資訊管理與財務金融系註：原資管所+財金所
This paper addresses the collinearity problems in semi-parametric linear models. Under the difference-based settings, we introduce a new diagnostic, the difference-based variance inflation factor (DVIF), for detecting the presence of multicollinearity in semi-parametric models. The DVIF is then used to device a difference-based matrix perturbation method for solving the problem. The electricities distribution data set is analyzed, and numerical evidences validate the effectiveness of the proposed method.