Principal component regression under exchangeability

DOI10.1080/03610928808829709MaRDI QIDQ3792089zbMATH OpenOpenAlexFDO

Authors Ehsan S. Soofi

Publication date 1988

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928808829709

zbMATH Keywords

entropyrandom coefficientsBayes estimatediscrimination information approachstandard regression modelBayes principal component regression estimateexchangeability of regression coefficientsinformation statistic

Mathematics Subject Classification ID

Bayesian inference (62F15) Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)

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Cites work

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• A Mathematical Theory of Communication
• An extension of bayesian measure of information to regression
• Effects of collinearity on information about regression coefficients
• Linear Statistical Inference and its Applications
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Cited in

(7)

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• Bayesian principal component regression with data-driven component selection
• Effects of collinearity on information about regression coefficients
• On the sample information about parameter and prediction
• An information criterion for normal regression estimation
• Principal component regression in GAMLSS applied to Greek–German government bond yield spreads
• A predictive approach for selection of diffusion index models

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