A decision rule for discarding principal components in regression
type: Item
instance of: scholarly article
title: A decision rule for discarding principal components in regression
zbMATH Open document ID: 0954.62081
DOI: 10.1016/S0378-3758(99)00216-5
published in: Journal of Statistical Planning and Inference
publication date: 2001-02-18T00:00:00Z
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62H25
zbMATH DE Number: 1513257
zbMATH Keywords: linear model
zbMATH Keywords: collinearity
zbMATH Keywords: F-test
zbMATH Keywords: type 1 and 2 error probabilities
zbMATH Keywords: unbiased residual variance
author: Thierry Foucart
MaRDI profile type: Publication
cites work: Q3938378
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cites work: Ridge Regression: Applications to Nonorthogonal Problems
cites work: Q3206104
cites work: Some Comments on C P
cites work: Q3870155
cites work: Q4272679
cites work: Q4276998
cites work: The Collinearity Problem in Linear Regression. The Partial Least Squares (PLS) Approach to Generalized Inverses
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description: scientific article; zbMATH DE number 1513257