On a relation between principal components and regression analysis

被引：9

作者：

Jong, JC

Kotz, S

机构：

[1] Univ Maryland, Dept Civil Engn, College Pk, MD 20742 USA

[2] George Washington Univ, Dept Engn Management & Syst Engn, Washington, DC 20052 USA

来源：

AMERICAN STATISTICIAN | 1999年 / 53卷 / 04期

关键词：

coefficient of determination; eigenvalues; eigenvectors; extra sum of squares; principal components regression; residuals;

D O I：

10.2307/2686055

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A regression approach to principal component analysis is presented in this note. We provide an alternative interpretation of principal components that illustrates the relation between the extra sum of squares in regression analysis and the eigenvalues associated with the principal components.

引用

页码：349 / 351

页数：3

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