Added to Favorites

Related Searches

Definitions

Nearby Words

In statistics, principal component regression (PCR) is a regression analysis that uses principal component analysis when estimating regression coefficients.## See also

## References

In PCR instead of regressing the independent variables (the regressors) on the dependent variable directly, the principal components of the independent variables are used. One typically only uses a subset of the principal components in the regression, making a kind of regularized estimation. Often the principal components with the highest variance are selected. However, the low-variance principal components may also be important, — in some cases even more important.

Wikipedia, the free encyclopedia © 2001-2006 Wikipedia contributors (Disclaimer)

This article is licensed under the GNU Free Documentation License.

Last updated on Wednesday July 09, 2008 at 14:19:59 PDT (GMT -0700)

View this article at Wikipedia.org - Edit this article at Wikipedia.org - Donate to the Wikimedia Foundation

This article is licensed under the GNU Free Documentation License.

Last updated on Wednesday July 09, 2008 at 14:19:59 PDT (GMT -0700)

View this article at Wikipedia.org - Edit this article at Wikipedia.org - Donate to the Wikimedia Foundation

Copyright © 2014 Dictionary.com, LLC. All rights reserved.