Component selection norms for principal components regression

DOI10.1080/03610927708827494MaRDI QIDQ4134726zbMATH OpenOpenAlexFDO

Authors R. Carter Hill, Thomas B. Fomby, Stanley R. Johnson

Publication date 1977

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

Full work available at URL https://doi.org/10.1080/03610927708827494

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3201129 (Why is no real title available?)
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• Multiple Comparison of Regression Functions
• PRINCIPAL COMPONENTS AND THE PROBLEM OF MULTICOLLINEARITY(*)
• Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound
• Weaker Criteria and Tests for Linear Restrictions in Regression

Cited in

(3)

• Improved estimation under collinearity and squared error loss
• Principal components in econometrics
• Improved prediction in the presence of multicollinearity

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