標題: | Difference-based matrix perturbation method for semi-parametric regression with multicollinearity |
作者: | 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 Department of Transportation and Logistics Management Department of Information Management and Finance |
關鍵字: | Biased estimation;collinearity;diagnostic;partial linear models;variance inflation factor |
公開日期: | 1-一月-2017 |
摘要: | 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. |
URI: | http://dx.doi.org/10.1080/02664763.2016.1247790 http://hdl.handle.net/11536/145786 |
ISSN: | 0266-4763 |
DOI: | 10.1080/02664763.2016.1247790 |
期刊: | JOURNAL OF APPLIED STATISTICS |
Volume: | 44 |
起始頁: | 2161 |
結束頁: | 2171 |
顯示於類別: | 期刊論文 |