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On a Relation between Principal Components and Regression Analysis

The American StatisticianPublished 1 November 1999
Jyh‐Cherng Jong, Samuel Kotz
Citations22
SJR quartileQ1
SJR score0.78
SNIP1.50

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.

Keywords

MathematicsAgricultural and Biological Sciences