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 language | English (US) |
|---|---|
| Pages (from-to) | 275-286 |
| Number of pages | 12 |
| Journal | Journal of Applied Statistics |
| Volume | 22 |
| Issue number | 3 |
| DOIs | |
| State | Published - 1973 |