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ID 11429
Eprint ID
11429
FullText URL
Title Alternative
Variable selection besed on global score estimation and its numerical investigation
Author
Mori, Yuichi
Abstract
A variable selection method using global score estimation is proposed, which is applicable as a selection criterion in any multivariate method without external variables such as principal component analysis. This method selects a reasonable subset of variables so that the global scores, e.g. principal component scores, which are computed based on the selected variables, approximate the original global scores as well as possible in the context of the least squares. Three computational steps are proposed to estimate the scores according to how to satisfy the restriction that the estimated global scores are mutually uncorrelated. Three different examples are analyzed to demonstrate the performance and usefulness of the proposed method numerically, in which three steps are evaluated and the results obtained using four cost-saving selection procedures are compared.
Keywords
principal components
least square
orthogonalization
cost-saving selection
Published Date
2007-03-15
Publication Title
岡山大学環境理工学部研究報告
Publication Title Alternative
Journal of the Faculty of Environmental Science and Technology, Okayama University
Volume
volume12
Issue
issue1
Publisher
岡山大学環境理工学部
Publisher Alternative
Faculty of Environmental Science and Technology, Okayama University
Start Page
29
End Page
40
ISSN
1341-9099
NCID
AN10529213
Content Type
Departmental Bulletin Paper
Related Url
http://www.okayama-u.ac.jp/user/est/homeJapan.html
language
日本語
File Version
publisher
Refereed
False
Eprints Journal Name
fest