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