Generating artificial data with preassigned degree of multicollinearity by using singular value decomposition (Q3457657)

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scientific article; zbMATH DE number 6521475
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    Generating artificial data with preassigned degree of multicollinearity by using singular value decomposition
    scientific article; zbMATH DE number 6521475

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      GENERATING ARTIFICIAL DATA WITH PREASSIGNED DEGREE OF MULTICOLLINEARITY BY USING SINGULAR VALUE DECOMPOSITION (English)
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      16 December 2015
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      singular value decomposition
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      multicollinearity
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      condition number
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