Multikolinearita

• Thesis title in Czech: Multikolinearita
• Thesis title in English: Multicollinearity
• Academic year of topic announcement: 2005/2006
• Thesis type: diploma thesis
• Thesis language: čeština
• Department: Department of Probability and Mathematical Statistics (32-KPMS)
• Supervisor: doc. RNDr. Karel Zvára, CSc.
• Author: hidden - assigned and confirmed by the Study Dept.
• Date of registration: 02.09.2005
• Date of assignment: 02.09.2005
• Confirmed by Study dept. on: 24.04.2013
• Date and time of defence: 10.02.2010 00:00
• Date of proceeded defence: 10.02.2010
• Opponents: doc. RNDr. Zdeněk Hlávka, Ph.D.

Guidelines

Diplomantka popíše problém multikolinearity a bude se věnovat možnostem, jak problémy multikolinearitou způsobené překonat. Zejména porovná klasickou metodu nejmenších čtverců s alternativními postupy, jako jsou například PLS (Partial Least Squares), PCR (Principal Component Regression) nebo RR (Ridge Regression).

References

Neil A. Butler, Michael C. Denham (2000) The peculiar properties of Partial Least Squares Regression. Journal of the Royal Statistical Society, Ser. B, Vol. 62, 585-593.

Constantinos Goutis (1996) Partial Least Squares algorithm yields shrinkage estimators. The Annals of Statistics, Vol. 24, 816-824.

Preliminary scope of work

Zadání je určeno pro Lucii Dřizgovou