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Search results with tag "Principal components regression"

Principal Components Regression - NCSS

Principal Components Regression - NCSS

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estimates is less than that for least squares. Mathematically, the estimation formula becomes A =(Z'Z)āˆ’1Z'Y =Dāˆ’1Z'Y because of the special nature of principal components. Notice that this is ordinary least squares regression applied to a different set of independent variables.

  Tesla, Square, Principal, Component, Regression, Estimation, Least squares, Principal components regression

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