PCovR (Q35937)
From MaRDI portal
Principal Covariates Regression
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PCovR |
Principal Covariates Regression |
Statements
26 October 2023
0 references
Analyzing regression data with many and/or highly collinear predictor variables, by simultaneously reducing the predictor variables to a limited number of components and regressing the criterion variables on these components (de Jong S. & Kiers H. A. L. (1992) <doi:10.1016/0169-7439(92)80100-I>). Several rotation and model selection options are provided.
0 references
expanded from: GPL (≥ 2) (English)
0 references
