教師資料查詢 | 類別: 期刊論文 | 教師: 吳碩傑 Shuo-Jye Wu (瀏覽個人網頁)

標題: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
語言英文
ISSN0252-2667
期刊性質國外
收錄於
產學合作
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審稿制度
國別印度
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