PRINCIPAL COMPONENTS AND THE PROBLEM OF MULTICOLLINEARITY(*)

DOI10.1111/j.1467-999X.1973.tb00218.xzbMath0299.62034OpenAlexW1989353612MaRDI QIDQ4054527

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

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)

Related Items (5)

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

Cites Work

• On the Use of Incomplete Prior Information in Regression Analysis
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
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