期刊論文
| 學年 | 90 |
|---|---|
| 學期 | 2 |
| 出版（發表）日期 | 2002-05-01 |
| 作品名稱 | Fuzzy-weighted estimation in ridge regression analysis |
| 作品名稱（其他語言） | |
| 著者 | Tsai, Tzong-ru; Wu, Shuo-jye |
| 單位 | 淡江大學統計學系 |
| 出版者 | Analytic Publishing |
| 著錄名稱、卷期、頁數 | Journal of Information & Optimization sciences 23(2), pp.259-271 |
| 摘要 | Frequently in linear regression analysis, the explanatory variables may be correlated among themselves and the data set may contain some observations that are outlying or extreme. In this article, we address an important problem: namely, accurately estimating the parameter in a linear model in the presence of outliers and multicollinear explanatory variables. The proposed solution is a combination of fuzzyweighted regression to mitigate the effect of the outliers and ridge regression to deal with the multicollinearity. We conduct a simulation study to evaluate the performance of the proposed estimator, and illustrate the methodology with an application. |
| 關鍵字 | |
| 語言 | en |
| ISSN | 0252-2667 |
| 期刊性質 | 國外 |
| 收錄於 | |
| 產學合作 | |
| 通訊作者 | |
| 審稿制度 | 否 |
| 國別 | IND |
| 公開徵稿 | |
| 出版型式 | ,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/27384 ) |