The small sample properties of the restricted principal component regression estimator in linear regression model
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DOI: 10.1080/03610926.2015.1024867
Abstract: ABSTRACT In regression analysis, to deal with the problem of multicollinearity, the restricted principal components regression estimator is proposed. In this paper, we compared the restricted principal components regression estimator, the principal components regression estimator,… read more here.
Keywords: restricted principal; regression; regression estimator; components regression ... See more keywords