CROSS-VALIDATORY CHOICE FOR THE NUMBER OF PRINCIPAL COMPONENTS IN PRINCIPAL COMPONENT REGRESSION

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概要

• 論文の詳細を見る

• We propose a cross-validatory method to choose the number of principal components in principal component regression based on the predicted error sum of squares. In the process of computation, we propose to use an approximation formula using a linear approximation based on the perturbation expansion. A numerical example is given to show the validity of the proposed method.

• 日本計算機統計学会の論文

著者

• Shin Jae-kyoung

  Dept. Of Statistics Changwon National University

• Tanaka Yutaka

  Dept. of Statistics, Okayama Univ.

• Tanaka Yutaka

  Dept. Of Environmental And Mathematical Sciences Okayama Univ.

関連論文

• SENSITIVITY ANALYSIS IN PRINCIPAL COMPONENT REGRESSION : Numerical Investigation
• CROSS-VALIDATORY CHOICE FOR THE NUMBER OF PRINCIPAL COMPONENTS IN PRINCIPAL COMPONENT REGRESSION
• On the Sensitive and Wide Frequency Range Measurement of Pressure
• ON MULTIPLE-CASE DIAGNOSTICS IN REGRESSION ANALYSIS

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