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

DOI10.5183/JJSCS1988.8.1zbMATH Open1330.65031OpenAlexW2073965928MaRDI QIDQ3457657FDOQ3457657

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

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zbMATH Keywords

multicollinearitysingular value decompositioncondition number

Mathematics Subject Classification ID

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