稜形回歸에서의 영향관측값 檢出에 대한 硏究

• 영문명: A Study on the Assessment of Influential Case in Ridge Regression
• 발행기관: 건국대학교 경제경영연구소
• 저자명: 안병진(Byoung Jin Ahn) 오상은(Sang Eun Oh)
• 간행물 정보: 『상경연구』제21권, 225~239쪽, 전체 15쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 1996.08.15

영문 초록

It is well known fact that the least squares estimators in multiple linear regression model have several serious problems when the collinearity among the independent variables exists. When ridge regression is used to reduce the effect of collinearity, not all the cases in a data set play an equal role in determining estimater and the influence of each case changes as a function of shrinkage parameter. For these reasons, it seems necessary to monitor the changes in shrinkage parameter as individual cases are in turn removed from the set of data. In this paper, a deletion formula of shrinkage parameter is proposed and modified versions of DFFITS and Cook’s D for detection of influential points are also disscussed for ridge regression.

목차

Ⅰ. 서론

Ⅱ. 축소모수에 영향을 주는 관측값의 검출

Ⅲ. 능형회귀에서 영향관측값의 검출

Ⅳ. 적용 사례

Ⅴ. 결론

참고문헌

SUMMARY