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Journal of the American Statistical Association Volume 70, 1975 - Issue 349
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Theory and Method

Minimum Variance Properties of Principal Component Regression

Edward Greenberg Department of Economics, Washington University, St. Louis, Mo., 63130, USA
Pages 194-197 | Received 01 Nov 1973, Published online: 05 Apr 2012

References

  • Goldberger , Arthur S. 1968 . Topics in Regression Analysis , New York : The Macmillan Co. .
  • Goodnight , James and Wallace , T. D. 1972 . “Operational Techniques and Tables for Making Weak MSE Tests for Restrictions in Regressions” . Econometrica , 40 ( No. 4 ) July : 699 – 709 .
  • Kendall , Maurice G. 1957 . A Course in Multivariate Analysis , London : Charles W. Griffin & Co., Ltd. .
  • Malinvaud , Edmond . 1966 . Statistical Methods of Econometrics , Chicago : Rand McNally and Co. .
  • Marquardt , Donald W. 1970 . “Generalized Inverses, Ridge Regression, Biased Linear Estimation and Nonlinear Estimation” . Technometrics , 12 ( No. 3 ) August : 591 – 612 .
  • Massy , William F. 1965 . “Principal Components Regression in Exploratory Statistical Research” . Journal of the American Statistical Association , 60 March : 234 – 56 .
  • Toro-Vizcarronda , Carlos E. and Wallace , T. D. 1968 . “A Test of the Mean Square Error Criterion for Restrictions in Linear Regression” . Journal of the American Statistical Association , 63 June : 558 – 72 .
  • Wallace , T. D. 1972 . “Weaker Criteria and Tests for Linear Restrictions in Regression” . Econometrica , 40 ( No. 4 ) July : 689 – 98 .
  • Wallace , T. D. and Toro-Vizcarrondo , Carlos E. 1969 . “Tables for the Mean Square Error Test for Exact Linear Restrictions in Regression” . Journal of the American Statistical Association , 64 December : 1649 – 63 .

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