On Contermeasures against Multicollinearity in Mahalanobis - Taguchi System

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  • マハラノビス・タグチ・システムにおける多重共線性対策について
  • マハラノビス タグチ システム ニ オケル タジュウ キョウセンセイ タイサク ニ ツイテ

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The Mahalanobis-Taguchi system (MTS) is a new collection of methods for diagnosis and forecasting using multivariate data. A number of case studies using MTS have been published. However, there remain some unsolved problems about MTS. One of these problems is a countermeasure against multicollinearity. This paper deals with this subject. Firstly, we point out the theoretical defect of MTA which is a countermeasure applied in MTS. Secondly, we propose two distances in place of MTA. Furthermore, we pay attention to the numerical calculation in MTS and the bias of Mahalanobis distance for future item from the "normal" group.

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