Construction of ordinary regression test with principal component regression under collinearity

zbMATH Open1329.62095MaRDI QIDQ3192806FDOQ3192806

Authors: Yifan Xia, Dejin Liu, Yingsheng Su 

Publication date: 14 October 2015

Full work available at URL: http://online.watsci.org/abstract_pdf/2015v22/v22n4b-pdf/4.pdf

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zbMATH Keywords

principal component regression (PCR)multi-collinearityordinary least square (OLS) estimatorsignificance test of regression coefficient

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Factor analysis and principal components; correspondence analysis (62H25)

Cited In (3)

• Nonparametric principal components regression
• Principal component regression revisited
• Factor analysis regression

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