Journal of the Japanese Society of Computational Statistics
Online ISSN : 1881-1337
Print ISSN : 0915-2350
ISSN-L : 0915-2350
GENERATING ARTIFICIAL DATA WITH PREASSIGNED DEGREE OF MULTICOLLINEARITY BY USING SINGULAR VALUE DECOMPOSITION
Hyun Bin KIMYutaka TANAKA
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ジャーナル フリー

1995 年 8 巻 1 号 p. 1-8

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抄録
A method is proposed for generating artificial data with preassigned degree of multicollinearity. The method is based on the singular value decomposition and the degree of multicollinearity is assigned with a set of singular values. Numerical examples are given to show the performance of the proposed method.
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© The Japanese Society of Computational Statistics
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