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On the Investigation of Alternative Regressions by Principal Component Analysis
Author(s) -
Hawkins Douglas M.
Publication year - 1973
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2346776
Subject(s) - principal component analysis , statistics , component (thermodynamics) , econometrics , mathematics , physics , thermodynamics
Summary In a multiple regression problem, let the p × 1 vector x consist of the dependent variable and p – 1 predictor variables. The correlation matrix of x is reduced to principal components. The components corresponding to low eigenvalues may be useful in suggesting possible alternative subregressions. This possibility is analysed, and formulae derived for the derivation of subregressions from the principal components.