GENERATING ARTIFICIAL DATA WITH PREASSIGNED DEGREE OF MULTICOLLINEARITY BY USING SINGULAR VALUE DECOMPOSITION

DOI10.5183/jjscs1988.8.1zbMath1330.65031OpenAlexW2073965928MaRDI QIDQ3457657

Yutaka Tanaka, Hyunbin Kim

Publication date: 16 December 2015

Published in: Journal of the Japanese Society of Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5183/jjscs1988.8.1

zbMATH Keywords

singular value decompositioncondition numbermulticollinearity

Mathematics Subject Classification ID

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