Timeline for Coefficients of Principal Components Regression in terms of original regressors
Current License: CC BY-SA 3.0
10 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 13, 2017 at 12:44 | history | edited | CommunityBot | replaced http://stats.stackexchange.com/ with https://stats.stackexchange.com/ | |
| Oct 25, 2016 at 14:05 | vote | accept | Matthias Schmidtblaicher | ||
| Oct 24, 2016 at 22:29 | history | edited | amoeba | CC BY-SA 3.0 | added 29 characters in body; edited tags |
| Oct 23, 2016 at 17:44 | answer | added | Matthias Schmidtblaicher | timeline score: 5 | |
| Oct 23, 2016 at 17:22 | comment | added | Matthias Schmidtblaicher | @whuber thanks a lot, this makes sense. I guess I missed the forest for the trees. | |
| Oct 23, 2016 at 16:36 | comment | added | whuber♦ | Since your model is $$E[Y] = Z_r\beta_{Z_r} = (XV_r)\beta_{Z_r} = X(V_r\beta_{Z_r}),$$ the connection between the PCR coefficients $\beta_{Z_r}$ and the coefficients of $X$ (on the right hand side) seems particularly clear and simple. | |
| Oct 23, 2016 at 16:29 | history | edited | Matthias Schmidtblaicher | edited tags | |
| Oct 23, 2016 at 15:17 | history | edited | Matthias Schmidtblaicher | CC BY-SA 3.0 | added 72 characters in body |
| Oct 23, 2016 at 14:58 | history | edited | Matthias Schmidtblaicher | CC BY-SA 3.0 | added 15 characters in body |
| Oct 23, 2016 at 14:05 | history | asked | Matthias Schmidtblaicher | CC BY-SA 3.0 |