On a Relation between Principal Component and Regression Analysis

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Title:	On a Relation between Principal Component and Regression Analysis
Authors:	Jong, Jyh-Cherng;Kotz, Samuel
Contributors:	淡江大學運輸管理學系
Keywords:	Coefficient of determination;Eigenvalues;Eigenvectors;Extra sum of squares;Principal components regression;Residuals
Date:	1999-11
Issue Date:	2013-04-09 13:53:11 (UTC+8)
Publisher:	American Statistical Association
Abstract:	A regression approach to principal component analysis is presented in this note. We provide an alternative interpretation of principal components that illustrates the relation between the extra sum of squares in regression analysis and the eigenvalues associated with the principal components.
Relation:	American Statistician 53(4), pp.349-351
DOI:	10.1080/00031305.1999.10474488
Appears in Collections:	[Graduate Institute & Department of Transportation Management] Journal Article

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