품질경영학회지 (Journal of Korean Society for Quality Management)

  • 제34권3호
  • /
  • Pages.62-65
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  • 2006
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  • 1229-1889(pISSN)
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  • 2287-9005(eISSN)
한국품질경영학회 (Korean Society for Quality Management)
권호 표지

혼합물실험에서 능형추정량에 대한 붓스트랩 신뢰구간

Bootstrap Confidence Intervals of Ridge Estimators in Mixture Experiments

  • 장대흥 (부경대학교 수리과학부 통계학)
  • Jang, Dae-Heung (Division of Mathematical Sciences, Pukyong National University)
  • 발행 : 2006.09.30
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초록

We can use the ridge regression as a means for stabilizing the coefficient estimators in the fitted model when performing experiments in highly constrained regions causes collinearity problems in mixture experiments. But there is no theory available on which to base statistical inference of ridge estimators. The bootstrap could be used to seek the confidence intervals of ridge estimators.

키워드

참고문헌

  1. Cornell, J.(2002), Experiments with Mixture, 3rd ed., John Wiley & Sons, Inc., New York
  2. Montgomery, D. C., Peck, E. A., and Vining, G. G.(2001), Introduction to Linear Regression Analysis, John Wiley & Sons, Inc., New York
  3. Politis, D. N., Romano, J. P., and Wolf, M. (1999), Subsampling, Springer, New York
  4. Snee, R. D.(1975), 'Experimental Designs for Quadratic Models in Constrained Mixture Spaces', Technometrics, Vol. 17, pp. 149-159 https://doi.org/10.2307/1268345
  5. St. John, R. C.(1984), 'Experiments with Mixture, Ill-conditioning, and Ridge Regression', Journal of Quality Technology, Vol. 16, pp. 81-96 https://doi.org/10.1080/00224065.1984.11978895