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Some Aspects of Principal Component Regression,
SOUTHERN METHODIST UNIV DALLAS TEX DEPT OF STATISTICS
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Principal Component Regression Analysis has been popular among data analysts for some time. Lingering doubts remain about the use of this procedure due to the problem of 1 determining which, if any, components should be deleted from the estimator, and 2 establishing criteria for the removal of regressor variables from the model.
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