Fuzzy-weighted estimation in ridge regression analysis
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
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