Definitions
from Wiktionary, Creative Commons Attribution/Share-Alike License.
- noun mathematics The process of
converting aset offunctions orvectors intoorthogonal ones
Etymologies
from Wiktionary, Creative Commons Attribution/Share-Alike License
orthogonal + -ization
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Examples
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If two variables a and b are highly correlated, orthogonalization would just replace them by something like a+b and a-b.
Multicollinearity and Micronumerosity, Bryan Caplan | EconLog | Library of Economics and Liberty 2009
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I typically used a form of a mofified Gram-Schmidt orthogonalization to implement the GSC and generate the weights – one per element or proxy in this case do a search at the USPTO for “Gerlach, Karl”
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