Art

J-GLOBAL ID：201802257728500814   Reference number：18A0223122

Predictive Principal Variable Selection for Linear Regression Analysis

線形回帰分析における予測的主変数選択

Author (2)： KUROKI Manabu (Yokohama National Univ., Kanagawa, JPN) ,  MATSUURA Shun (Keio Univ., Kanagawa, JPN)
Material： 品質  (Quality - JSQC)
Volume： 48  Issue： 1  Page： 90-104  Publication year： Jan. 15, 2018 
JST Material Number： S0060B  ISSN： 0386-8230  Document type： Article
Article type： 原著論文  Country of issue： Japan (JPN)  Language： ENGLISH (EN)

Thesaurus term： *regression analysis ,  linear system ,  selection ,  *unbiased estimation ,  estimator ,  matrix(mathematics) ,  *selection criterion ,  *evaluation criterion ,  *simulation ,  air pollution ,  possibility
Semi thesaurus term： stepwise regression ,  *Bayesian information criterion ,  *regression coefficient ,  covariance matrix ,  minimum description length ,  *Numerical Simulation ,  numerical experiment ,  *Akaike information criterion ,  *linear regression analysis ,  多重共線性 ,  possibility of application ,  *variable selection ,  *predictor variable

JST classification (2)： Statistical quality control  (KB04030W) ,  Numerical computation  (JE02000J)

Reference (30)：

• Akaike, H.(1973), “Information theory and an extension of the maximum likelihood principle”. Proceedings of the 2nd International Symposium on Information Theory, 267-281.
• Bryanta, P. G. and Cordero-Branab, O. I. (2000). “Model Selection using the minimum description length principle”.American Statistician, 54, 257-268.
• Buehlmann, P. and van de Geer, S.(2011).Statistics for High Dimensional Data : Methods, Theory and Applications. Springer.
• Chatterjee, S. and Hadi, A. S.(2012).Regression Analysis by Example, 5th Edition. John Wiley & Sons.
• Draper, N. R. and Smith, H.(1998). Applied regression analysis, 3rd Edition.John Wiley & Sons.

Terms in the title (3)： 線形回帰分析 ,  予測 ,  変数選択