Dimension Reduction Regression in R

Regression is the study of the dependence of a response variable y on a collection predictors p collected in x. In dimension reduction regression, we seek to find a few linear combinations β1x,...,βdx, such that all the information about the regression is contained in these linear combinations. If d...

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Bibliographic Details
Main Author: Sanford Weisberg
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2002-01-01
Series:Journal of Statistical Software
Online Access:http://www.jstatsoft.org/index.php/jss/article/view/2286