한국해양대학교

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비직교 회귀분석에서의 AIC, SICc, Cp 에 대한 연구

Title
비직교 회귀분석에서의 AIC, SICc, Cp 에 대한 연구
Alternative Title
A study of AIC, SICc, Cp in Non-Orthogonal Regression
Author(s)
류승훈
Publication Year
2004
Publisher
한국해양대학교 대학원
URI
http://kmou.dcollection.net/jsp/common/DcLoOrgPer.jsp?sItemId=000002175108
http://repository.kmou.ac.kr/handle/2014.oak/9264
Abstract
In this paper, we compare the power of AIC, SICc, and Cp to find the true regression model when the independent variables are non-orthogonal. we find the powers and p-values when the sample size is 10 and 25. Also, we simulate the efficiency of each candidate model. We decide the correlation are 0.4 and 0.9.
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응용수학과 > Thesis
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