PRINCIPAL COMPONENT REGRESSION REVISITED
PRINCIPAL COMPONENT REGRESSION REVISITED
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重新审视主要成分回归
DOI：
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发表时间：
2011
期刊：
影响因子：
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通讯作者：
Liqiang Niu
中科院分区：
文献类型：
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作者：
Liqiang Niu
主成分回归被认为是多重共线性的补救方法。Cook（2007）认为主成分和相关的方法论实际上发挥的作用比以前认为的要广泛。最近，Artemiou和Li（2009）提供了一种概率解释，即响应通常与预测因子的主要成分高度相关。本文加强了前面的结果，并提供了另一种观点。
Principal component regression has been perceived as a remedy for multi- collinearity. Cook (2007) suggested that principal components and related method- ology actually play a broader role than previously thought. Recently, Artemiou and Li (2009) provided a probabilistic explanation of the phenomenon that the response is often highly correlated with the leading principal components of the predictors. This article reinforces the previous results and offers an alternative perspective.