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Technometrics Volume 21, 1979 - Issue 4
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Original Articles

Latent Root Regression: Large Sample Analysis

J. W. White Department of Statistics, Virginia Polytechnic Institute, and State University, Blacksburg, VA, 24061
&
R. F. Gunst Department of Statistics, Southern Methodist University, Dallas, TX, 75275
Pages 481-488 | Published online: 09 Apr 2012

REFERENCES

  • Graybill , F. A. 1976 . Theory and Application of the Linear Model. Belmont , CA : Duxbury Press. .
  • Gunst , R. F. and Mason , R. L. 1977 . Advantages of examining multicollinearities in regression analysis . Biometrics , 33 : 249 – 260 .
  • Gunst , R. F. and Mason , R. L. 1977 . Biased estimation in regression: an evaluation using mean squared error . J. Amer. Statist. Assoc. , 72 : 616 – 628 .
  • Gunst , R. F. , Webster , J. T. and Mason , R. L. 1976 . A comparison of least squares and latent root regression estimators . Technometrics , 18 : 75 – 83 .
  • Hawkins , D. M. 1973 . On the investigation of alternative regressions by principal component analysis . Applied Statistics , 22 : 275 – 286 .
  • Jeffers , J. N. R. 1967 . Two case studies in the application of principal component analysis . Applied Statistics , 16 : 225 – 236 .
  • Mason , R. L. , Gunst , R. F. and Webster , J. T. 1975 . Regression analysis and problems of multi-collinearity . Communications in Statistics , 4 : 277 – 292 .
  • Miller , R. G. 1974 . An unbalanced jackknife . Annals of Statistics , 2 : 880 – 891 .
  • Rao , C. R. 1965 . Linear Statistical Inference and Its Applications. New York : John Wiley and Sons, Inc. .
  • Theil , H. 1971 . Principals of Econometrics. New York : John Wiley and Sons, Inc. .
  • Webster , J. T. , Gunst , R. F. and Mason , R. L. 1974 . Latent root regression analysis . Technometrics , 16 : 513 – 522 .

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