Some Aspects of Principal Component Regression,

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Abstract:

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.

Author(s):
Mansfield, E. R. ; Webster, J. T. ; Gunst, R. F.
Author Organization(s):
SOUTHERN METHODIST UNIV DALLAS TEX DEPT OF STATISTICS
Pagination:
0038

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
AFOSR-TR-76-0121
Contract/Grant Number(s):
AF-AFOSR-2871-75
Task Number(s):
976905
Project Number(s):
AF-9769
Monitor Series:
TR-76-0121
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
*RANDOM VARIABLES, *LEAST SQUARES METHOD, *LINEAR REGRESSION ANALYSIS, MATHEMATICAL MODELS, ESTIMATES, CORRELATION TECHNIQUES
Field(s)/Group(s):
Statistics and Probability
Report Date:
1975 Jan 01