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  1. 1. Principal Components Regression

    Magister-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Hassan Alinaghizadeh Mollasaraie; [2010]
    Nyckelord :Ridge coefficient; Multiple Linear Regression MLREG ; Principal components regression PCREG ; SIMPLS-algorithms; Partial Least Squares Regression PLSREG ; Ridge regression RREG ; the Reduced Rank Regression RRR ; Variation Inflation Factor VIF .; Mathematics and Statistics;

    Sammanfattning : "Principal Components Regression" (PCREG), also sometimes called "biased regression methods" is used to model data with highly correlated explanatory variables. This well-known method has been discussed by multiple previous authors (Marquardt 1970, Hoerl and Kennard 1970, Lott 1973, Hawkins 1973, Webster, Grace and Mason 1974, Hoerl, Kennard and Baldwin 1975, Marquardt and Snee 1975, Hocking, Speed and Lynn 1976 Smith and Campbell 1980, Park 1981). LÄS MER