Factor principal components regression analysis for technical analysis of stocks

DOI10.3969/J.ISSN.1673-5862.2010.02.011MaRDI QIDQ3169887zbMATH OpenFDO

Authors Peng Zhang, Ling Dong

Publication date 29 September 2011

Full work available at URL https://doi.org/10.3969/J.ISSN.1673-5862.2010.02.011

zbMATH Keywords

linear regression analysismulticollinearityspecification analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to actuarial sciences and financial mathematics (62P05) Microeconomic theory (price theory and economic markets) (91B24) Statistical methods; risk measures (91G70)

Recommendations

• Factor analysis regression
• PLS and PCA regression as solution to the multicollinearity problem in multiple regression
• Using factor and regression analysis to solve collinearity in regression models
• Principal components in econometrics
• Multiple linear regression analysis applied to fixed assets investments

Cited in

(1)

• Multiple linear regression analysis applied to fixed assets investments

Describes a project that uses

Uses Software

• SPSS

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