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$\begingroup$ +1 Excellent answer. I forgot about the recent question that you also answered to which you link to. Looking at it now, I realize that these two questions are arguably duplicates; should we perhaps consider voting to close one of them as such? $\endgroup$

amoeba
– amoeba

2016-05-12 23:11:42 +00:00
Commented May 12, 2016 at 23:11
$\begingroup$ @amoeba : I had forgotten about my answer from a week ago until I started working on this one. That happens at my age. My sense is that although the answers end up pretty similar, the questions come from different stated perspectives, the first for dealing with multicollinearity, this one for dimension reduction. I'll defer to your judgment on this, however, as you have a good deal more experience with such issues on this site than I do. $\endgroup$

EdM
– EdM

2016-05-12 23:19:31 +00:00
Commented May 12, 2016 at 23:19

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