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A Study on Confidence Interval of Regression Coefficient of Original Variable in PCR
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주성분 회귀에서 원변수의 신뢰구간 구축에 관한 연구

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Type
Academic journal
Author
Journal
The Korean Data Analysis Society Journal of The Korean Data Analysis Society Journal of The Korean Data Analysis Society 제22권 제3호 KCI Accredited Journals
Published
2020.1
Pages
1,033 - 1,042 (10page)

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A Study on Confidence Interval of Regression Coefficient of Original Variable in PCR
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Abstract· Keywords

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Most of the phenomena that occur in the surroundings are more often interdependent than each other. Among these, multivariate data composed of numerical variables can understand the relationship between dependent and independent variables through regression analysis. However, if there is a high correlation between the independent variables, due to the problem of multicollinearity, it is difficult to get valid analysis result, so the variables are removed, reduced, or summarized in various ways. The main method of reducing variables is principal component analysis, and regression analysis using this is principal component regression analysis. However, when using the principal component, it is not easy to interpret the meaning of the original variable. If the regression model is composed of the equations of the principal components and the interpretation of the principal components is not clear, it is very difficult to attempt to explain the individual original variables. Therefore, in this paper, in order to approach the result analysis in the principal component regression from a more intuitive perspective, the confidence interval of the original variable is calculated in the principal component regression, and the result analysis is derived using significant independent variables. As a result of establishing a confidence interval using case data, it was possible to detect meaningful variables and to grasp the direction of influence on dependent variable.
#principal components regression #bootstrap #double bootstrap #confidence interval

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전수영 / 2020 / 소셜 빅데이터 기반 노인 인식 분석 / Journal of The Korean Data Analysis Society 22(2):539~550 dbpia 최동욱 / 2020 / 대학 강의에 대한 학기중간 평가와 학기말 평가 간의 관계 : 빅데이터를 활용한 텍스트 감성분석에 따른 정량적 비교 / Journal of The Korean Data Analysis Society 22(1):203~214 dbpia 김지숙 / 2013 / 빅데이터 기반의 오피니언 마이닝 활용 연구 / Journal of The Korean Data Analysis Society 15(1):101~113 dbpia 박한우 / 2018 / 웹보메트릭스 빅데이터를 활용한 암호화폐 홈페이지의 영향력과 연결망분석 / Journal of The Korean Data Analysis Society 20(2):923~936 dbpia Jhun, M. / 1997 / Understanding Bootstrap Method / Freeacademy google schola

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