Hybrid principal component regression estimation in linear regression

In this paper, the principal component regression (PCR) estimators for regression parameters were studied in a linear regression model. After discussing the advantages and disadvantages of the classical PCR, we put forward three versions of hybrid PCR estimators. For the first two versions, we obtai...

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Bibliographic Details

Published in:	Electronic Research Archive
Main Authors:	Jian-Ying Rong, Xu-Qing Liu
Format:	Article
Language:	English
Published:	AIMS Press 2024-06-01
Subjects:	hybrid pcr linear regression pcr weighted pcr (wpcr) wpcr with nonnegative weights
Online Access:	https://www.aimspress.com/article/doi/10.3934/era.2024171?viewType=HTML