PCovR

swMATH24176CRANPCovRMaRDI QIDQ35937

Principal Covariates Regression

Henk Kiers, Marlies Vervloet

Last update: 26 October 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 2.7.1, 1.0, 1.1, 2.0, 2.1, 2.2, 2.3, 2.4, 2.5, 2.6, 2.7, 2.7.2

Source code repository: https://github.com/cran/PCovR

Description

Analyzing regression data with many and/or highly collinear predictor variables, by simultaneously reducing the predictor variables to a limited number of components and regressing the criterion variables on these components (de Jong S. & Kiers H. A. L. (1992) <doi:10.1016/0169-7439(92)80100-I>). Several rotation and model selection options are provided.

Cites work

• Principal covariates regression