A decision rule for discarding principal components in regression

Journal of Statistical Planning and Inference

Volumn 89, Issue 1-2, 2000, Pages 187-195

  Foucart, T ^a  

^a B ^*  (France)

Author keywords

62J05; Collinearity; F test; Linear model; Regression; Types 1 and 2 error probability; Unbiased residual variance

Indexed keywords

EID: 0041706792     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(99)00216-5     Document Type: Article

References (14)

1. Belsley D.A., Kuh E., Welsch R.E. Regression Diagnostics. 1980;Wiley, New York.
2. Hoerl A.E., Kennard R.W. Ridge regression: biased estimation for nonorthogonal problems. Technometrics. 12:1970;55-67.
3. Hoerl A.E., Kennard R.W. Ridge regression: Applications to nonorthogonal problems. Technometrics. 12:1970;69-82.
4. Jollife I.T. A note on the use of principal components in regression. Appl. Statist. 31:1982;300-303.
5. Kendall, M.G., Stuart, A., 1961. The Advanced Theory of Statistics, Vol 2: Inference and Relationship. Griffin, London.
6. p Technometrics. 15:1973;661-676.
7. Mansfield E.R., Webster J.T., Gunst R.F. An analytic variable selection technique for principal component regression. Appl. Statist. 26:1977;34-40.
8. Mardia K.V., Kent J.T., Bibby J.M. Multivariate Analysis. 1979;Academic Press, London.
9. Mason R.L., Gunst R.F. Selecting principal components in regression. Statist. Probab. Lett. 3:1985;299-301.
10. Mosteller F., Tuckey J.W. Data Analysis and Regression: A Second Course in Statistics. 1977;Addison-Wesley, Reading, MA.
11. Naes T., Helland U.S. Relevant components in regression. Scand. J. Statist. 20:1993;239-250.
12. Tenenhaus, M., Gauchi, J.P. Ménardo, C., 1995. Régression PLS et applications. Rev. Statist. Appl. Paris 53, 7-63.
13. Tomassone, R., Lesquoy E., Millier, C., 1992. La régression. Nouveaux regards sur une ancienne méthode statistique. Masson, Paris.
14. Wold S., Ruhe A., Wold H., Dunn III W.J. The collinearity problem in linear regression. The partial least squares (PLS) approach to generalized inverses. SIAM Sci. Statist. Comput. 5(3):1984;735-743.