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The principal problem with principal components regression

Artigue, H; Smith, G

Smith, G (reprint author), Pomona Coll, Dept Econ, 425 N Coll Ave, Claremont, CA 91711 USA.

COGENT MATHEMATICS & STATISTICS, 2019; 6 ():

Abstract

Principal components regression (PCR) reduces a large number of explanatory variables in a regression model down to a small number of principal compon......

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