Title

Principal Components Regression With Data Chosen Components and Related Methods

Campus Units

Statistics

Document Type

Article

Publication Version

Submitted Manuscript

Publication Date

2-2003

Journal or Book Title

Technometrics

Volume

45

Issue

1

First Page

70

Last Page

79

DOI

10.1198/004017002188618716

Abstract

Multiple regression with correlated explanatory variables is relevant to a broad range of problems in the physical, chemical, and engineering sciences. Chemometricians in particular have made heavy use of principal components regression and related procedures for predicting a response variable from a large number of highly correlated variables. In this article we develop a general theory for selecting principal components that yield estimates of regression coefficients with low mean squared error. Our numerical results suggest that the theory also can be used to improve partial least squares regression estimators and regression estimators based on rotated principal components. Although our work has been motivated by the statistical genetics problem of mapping quantitative trait loci, the results are applicable to any problem in which estimation of regression coefficients for correlated explanatory variables is of interest.

Comments

This is a manuscript of an article published as Hwang, JT Gene, and Dan Nettleton. "Principal components regression with data chosen components and related methods." Technometrics 45, no. 1 (2003): 70-79. doi: 10.1198/004017002188618716. Posted with permission.

Copyright Owner

American Statistical Association and the American Society for Quality

Language

en

File Format

application/pdf

Link to Full Text
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