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

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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.

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

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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

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