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

DOI10.5183/JJSCS1988.8.1MaRDI QIDQ3457657zbMATH OpenOpenAlexFDO

Authors Hyunbin Kim, Yutaka Tanaka

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

multicollinearitysingular value decompositioncondition number

Mathematics Subject Classification ID

Recommendations

• We can do something about multicollinearity
• scientific article; zbMATH DE number 558549
• Collinearity detection in linear regression models
• A method for generating realistic correlation matrices
• A Method to Generate Multivariate Data with the Desired Moments

This page was built for publication: Generating artificial data with preassigned degree of multicollinearity by using singular value decomposition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3457657)