Principal component regression under exchangeability

DOI10.1080/03610928808829709zbMath0647.62067OpenAlexW2136936501MaRDI QIDQ3792089

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

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

Related Items (4)

A Predictive Approach for Selection of Diffusion Index Models ⋮ On the sample information about parameter and prediction ⋮ Effects of collinearity on information about regression coefficients ⋮ An information criterion for normal regression estimation

Cites Work

• A Mathematical Theory of Communication
• Effects of collinearity on information about regression coefficients
• On a Measure of the Information Provided by an Experiment
• An extension of bayesian measure of information to regression
• Linear Statistical Inference and its Applications
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