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학술저널

稜形回歸에서의 영향관측값 檢出에 대한 硏究

A Study on the Assessment of Influential Case in Ridge Regression

It is well known fact that the least squares estimators in multiple linear regression model have several serious problems when the collinearity among the independent variables exists. When ridge regression is used to reduce the effect of collinearity, not all the cases in a data set play an equal role in determining estimater and the influence of each case changes as a function of shrinkage parameter. For these reasons, it seems necessary to monitor the changes in shrinkage parameter as individual cases are in turn removed from the set of data. In this paper, a deletion formula of shrinkage parameter is proposed and modified versions of DFFITS and Cook’s D for detection of influential points are also disscussed for ridge regression.

Ⅰ. 서론

Ⅱ. 축소모수에 영향을 주는 관측값의 검출

Ⅲ. 능형회귀에서 영향관측값의 검출

Ⅳ. 적용 사례

Ⅴ. 결론

참고문헌

SUMMARY

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