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

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)

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Cited in

(3)

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

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