Procedure for the Selection of Principal Components in Principal Components Regression
نویسندگان
چکیده
منابع مشابه
Nonparametric Principal Components Regression
In ordinary least squares regression, dimensionality is a sensitive issue. As the number of independent variables approaches the sample size, the least squares algorithm could easily fail, i.e., estimates are not unique or very unstable, (Draper and Smith, 1981). There are several problems usually encountered in modeling high dimensional data, including the difficulty of visualizing the data, s...
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ژورنال
عنوان ژورنال: Korean Journal of Applied Statistics
سال: 2010
ISSN: 1225-066X
DOI: 10.5351/kjas.2010.23.5.967