Minimum Variance Properties of Principal Component Regression

DOI10.2307/2285402MaRDI QIDQ4072661zbMATH OpenOpenAlexFDO

Authors Edward Greenberg

Publication date 1975

Full work available at URL https://doi.org/10.2307/2285402

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)

Cited in

(7)

• On the concept of non-significant functions and its implications for regression analysis
• Complete subset regressions with large-dimensional sets of predictors
• Some alternatives to classical regression in the case of collinearity
• Restricted minimum bias linear estimation in regression
• Principal components in econometrics
• Impacts of equi-correlated responses on multicollinearity
• Multiobjective regression modification for collinearity

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