Component selection norms for principal components regression
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Publication:4134726
DOI10.1080/03610927708827494zbMath0361.62041OpenAlexW2023147062MaRDI QIDQ4134726
Stanley R. Johnson, R. Carter Hill, Thomas B. Fomby
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
Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)
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Principal components in econometrics ⋮ Improved estimation under collinearity and squared error loss ⋮ Improved prediction in the presence of multicollinearity
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- Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
- Multiple Comparison of Regression Functions
- Weaker Criteria and Tests for Linear Restrictions in Regression
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