Factor analysis regression

DOI10.1007/S00362-006-0036-1MaRDI QIDQ5896988zbMATH OpenOpenAlexFDO

Authors Reinhold Kosfeld, Jørgen Lauridsen

Publication date 14 September 2009

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-006-0036-1

zbMATH Keywords

errors-in-variables modelfactor analysis regression (FAR)multicollinearityprincipal component regression (PCR)

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25)

Recommendations

• A comparison of various methods for multivariate regression with highly collinear variables
• Nonparametric principal components regression
• Robust principal components regression
• Construction of ordinary regression test with principal component regression under collinearity
• Using factor and regression analysis to solve collinearity in regression models

Cites work

• Factor Analysis and Regression
• Factor analysis regression
• scientific article; zbMATH DE number 986136 (Why is no real title available?)
• scientific article; zbMATH DE number 3117083 (Why is no real title available?)
• scientific article; zbMATH DE number 3866403 (Why is no real title available?)
• scientific article; zbMATH DE number 4076357 (Why is no real title available?)
• scientific article; zbMATH DE number 4086787 (Why is no real title available?)
• scientific article; zbMATH DE number 42094 (Why is no real title available?)
• scientific article; zbMATH DE number 3485049 (Why is no real title available?)
• scientific article; zbMATH DE number 805007 (Why is no real title available?)
• scientific article; zbMATH DE number 3396952 (Why is no real title available?)
• Linear prediction in the factor analysis model
• On an unbiased predictor in factor analysis
• Regression and the Moore-Penrose pseudoinverse

Cited in

(6)

• Simultaneous dimension reduction and variable selection in modeling high dimensional data
• Nonparametric decomposition of time series data with inputs
• Factor principal components regression analysis for technical analysis of stocks
• Using factor and regression analysis to solve collinearity in regression models
• On the determination of the number of factors using information criteria with data-driven penalty
• Factor-driven two-regime regression

This page was built for publication: Factor analysis regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5896988)