A Note on the Use of Principal Components in Regression

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ID: 303307
1982
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Ranked #24 of 46 articles by views in Journal of the Royal Statistical Society Series C (Applied Statistics)

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Abstract
The use of principal components in regression has received a lot of attention in the literature in the past few years, and the topic is now beginning to appear in textbooks. Along with the use of principal component regression there appears to have been a growth in the misconception that the principal components with small eigenvalues will very rarely be of any use in regression. The purpose of this note is to demonstrate that these components can be as important as those with large variance. This is illustrated with four examples, three of which have already appeared in the literature.
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openalex_W2740586183 Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors Ian T. Jolliffe
Journal Journal of the Royal Statistical Society Series C (Applied Statistics)
Year 1982
DOI
10.2307/2348005
URL
Keywords Keywords not found

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