Title

PRINCIPAL COMPONENT REGRESSION REVISITED

Authors

Authors

L. Q. Ni

Comments

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Abbreviated Journal Title

Stat. Sin.

Keywords

Dimension reduction; principal components; regression; spherically; symmetric distribution; DIMENSION REDUCTION; FISHER LECTURE; Statistics & Probability

Abstract

Principal component regression has been perceived as a remedy for multi-collinearity. Cook (2007) suggested that principal components and related methodology 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.

Journal Title

Statistica Sinica

Volume

21

Issue/Number

2

Publication Date

1-1-2011

Document Type

Article

Language

English

First Page

741

Last Page

747

WOS Identifier

WOS:000290459900012

ISSN

1017-0405

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