On a Relation between Principal Components and Regression Analysis

American Statistician

Volumn 53, Issue 4, 1999, Pages 349-351

  Jong, Jyh Cherng ^a   Kotz, Samuel ^b  

^a UNIVERSITY OF MARYLAND   (United States)

^b George Washington University   (United States)

Author keywords

Coefficient of determination; Eigenvalues; Eigenvectors; Extra sum of squares; Principal components regression; Residuals

Indexed keywords

EID: 0033484634     PISSN: 00031305     EISSN: 15372731     Source Type: Journal    
DOI: 10.1080/00031305.1999.10474488     Document Type: Article

References (11)

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