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Multiple Linear Regression on Canonical Correlation Variables

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Publication:4700218
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DOI<559::AID-BIMJ559>3.0.CO;2-G 10.1002/(SICI)1521-4036(199909)41:5<559::AID-BIMJ559>3.0.CO;2-GzbMath0958.62060OpenAlexW2019739030MaRDI QIDQ4700218

Thierry Foucart

Publication date: 10 April 2001

Full work available at URL: https://doi.org/10.1002/(sici)1521-4036(199909)41:5<559::aid-bimj559>3.0.co;2-g


zbMATH Keywords

linear modelcanonical correlationcollinearityinflation factor


Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)


Related Items (3)

Investigation of the correlation of successive earthquakes preceding main shocks in the Greek territory ⋮ Sparse canonical correlation analysis from a predictive point of view ⋮ Stability of the inverse correlation matrix. Partial ridge regression




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