WANG Songgui. ON RELATIONSHIPS BETWEEN THE PRINCIPAL COMPONENTS AND THE LATENT ROOT REGRESSION ESTIMATORS[J]. Chinese Journal of Applied Probability and Statistics, 1992, 8(3): 295-303.
Citation:
WANG Songgui. ON RELATIONSHIPS BETWEEN THE PRINCIPAL COMPONENTS AND THE LATENT ROOT REGRESSION ESTIMATORS[J]. Chinese Journal of Applied Probability and Statistics, 1992, 8(3): 295-303.
WANG Songgui. ON RELATIONSHIPS BETWEEN THE PRINCIPAL COMPONENTS AND THE LATENT ROOT REGRESSION ESTIMATORS[J]. Chinese Journal of Applied Probability and Statistics, 1992, 8(3): 295-303.
Citation:
WANG Songgui. ON RELATIONSHIPS BETWEEN THE PRINCIPAL COMPONENTS AND THE LATENT ROOT REGRESSION ESTIMATORS[J]. Chinese Journal of Applied Probability and Statistics, 1992, 8(3): 295-303.
ON RELATIONSHIPS BETWEEN THE PRINCIPAL COMPONENTS AND THE LATENT ROOT REGRESSION ESTIMATORS
This paper studies relationships between the principal components and the latent root estimators of regression coefficients in the regression model.An expression for the difference between the two esitmators is established.The two estimators are proved to be identical when there exist only collinearity among the explanatory variables.
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