摘要
在迴歸模型的應用上，迴歸不適用的模型中，有部份因素來自於其共線性，共線性主要產生的原因有二： （1）來自於相似變數之間所產生的共線性 （2）一種是來自於複多項式模型假設所產生的共線性。 本篇論文針對複多項式模型所產生的共線性提供標準步驟及sas程式來解決此問題。
關鍵字
脊迴歸並列摘要
In analyzing the regression model, the inadequate of model are sometimes due to the multi-collinearity among the independent variables. There are two major cases of this kind, one is the use of some similarity variables another one is fitting the multi-polynomial model. This thesis is concern of the case of using multi-polynomial model. We will provide some useful algorithms to establish a standard procedure in applying the ridge regression to analyze this kind of unacceptable result.
並列關鍵字
ridge regression參考文獻
Hoerl & Kennard[1970a] “Ridge regression: Biased estimation for non-orthogonal roblems”,Technometrics,12,55-6
Kunugi, T., T. Tamura, and T. Naito [1961], “New acetylene process uses hydrogen dilution,” Chem. Eng. Prog., 57, 43-49
延伸閱讀
- 潘南飛（2006）。迴歸模式在工程應用之探討。技術學刊，21(3)，207-215。https://doi.org/10.29507/JT.200609.0001
- 莊承儒（2018）。迴歸模型的影響力點分析〔碩士論文，中原大學〕。華藝線上圖書館。https://doi.org/10.6840/cycu201800847
- 陳麒安（2015）。適應性差分演化演算法之軟體框架設計〔碩士論文，國立臺灣師範大學〕。華藝線上圖書館。https://doi.org/10.6345/NTNU202205263
- Sun, L. C. (1994). Combining Micro and Sub-Aggregated Data in Regression Analysis. 經濟研究, 32(2), 65-98. https://www.airitilibrary.com/Article/Detail?DocID=10181245-199407-32-2-65-98-a
- Shahbaz, S., Zubair, M., Butt, N. S., & Ismail, M. (2014). A New Regression Estimator Based on Two Auxiliary Variables. Research Journal of Applied Sciences, Engineering and Technology, 8(2), 251-252. https://www.airitilibrary.com/Article/Detail?DocID=20407467-201407-201512020032-201512020032-251-252