PRINCIPAL COMPONENTS AND THE PROBLEM OF MULTICOLLINEARITY(*)

DOI10.1111/J.1467-999X.1973.TB00218.XMaRDI QIDQ4054527zbMATH OpenOpenAlexFDO

Authors Stanley R. Johnson, Steven C. Reimer, Thomas P. Rothrock

Publication date 1973

Published in Metroeconomica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-999x.1973.tb00218.x

Mathematics Subject Classification ID

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

Cites work

• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3196618 (Why is no real title available?)
• scientific article; zbMATH DE number 3201129 (Why is no real title available?)
• scientific article; zbMATH DE number 3072573 (Why is no real title available?)
• On the Use of Incomplete Prior Information in Regression Analysis

Cited in

(5)

• On comparing restricted least squares estimators
• Comparisons among regression estimators under the generalized mean square error criterion
• Component selection norms for principal components regression
• Asymptotic confidence intervals in ridge regression based on the Edgeworth expansion
• Admissible linear estimators of the multivariate normal mean without extra information

This page was built for publication: PRINCIPAL COMPONENTS AND THE PROBLEM OF MULTICOLLINEARITY(*)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4054527)