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-Jan-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
Appears in Collections:Articles