ON THE INVESTIGATION OF ALTERNATIVE REGRESSIONS BY PRINCIPAL COMPONENT ANALYSIS.

Douglas M. Hawkins

Research output: Contribution to journalArticle

64 Scopus citations

Abstract

In a multiple regression problem, let the px1 vector x consist of the dependent variable and p-1 predictor variables. The correlation matrix of x is reduced to principal components. The components corresponding to low eigenvalues may be useful in suggesting possible alternative subregressions. This possibility is analyzed, and formulas derived for the derivation of subregressions from the principal components.

Original languageEnglish (US)
Pages (from-to)275-286
Number of pages12
JournalJournal of Applied Statistics
Volume22
Issue number3
DOIs
StatePublished - 1973

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