The principal problem with principal components regression
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Publication:5203802
DOI10.1080/25742558.2019.1622190zbMATH Open1428.62255OpenAlexW2947314935MaRDI QIDQ5203802FDOQ5203802
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Publication date: 9 December 2019
Published in: Cogent Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/25742558.2019.1622190
Recommendations
Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Forecasting Using Principal Components From a Large Number of Predictors
- Principal component analysis: a review and recent developments
- RELATIONS BETWEEN TWO SETS OF VARIATES
- Statistical learning and selective inference
- A Biometrics Invited Paper. The Analysis and Selection of Variables in Linear Regression
- On the number of principal components: a test of dimensionality based on measurements of similarity between matrices
- Surrogate models in ill-conditioned systems
- Searching for the core variables in principal components analysis
Cited In (16)
- Principal component regression under exchangeability
- On principal components regression, random projections, and column subsampling
- On Robustness of Principal Component Regression
- A note on the behaviour of augmented principal-component plots in regression
- Bayesian principal component regression with data-driven component selection
- On principal components and regression: a statistical explanation of a natural phenomenon
- A model‐based approach to multivariate principal component regression: Selecting principal components and estimating standard errors for unstandardized regression coefficients
- Sketching for principal component regression
- Construction of ordinary regression test with principal component regression under collinearity
- Nonparametric principal components regression
- Principal component regression in GAMLSS applied to Greek–German government bond yield spreads
- Robust principal components regression
- Confronting collinearity in environmental regression models: evidence from world data
- Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals
- Principal component regression revisited
- Principal fitted components for dimension reduction in regression
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