|
|||||
|
|
On a Relation between Principal Components and Regression Analysis |
|
| Authors: | Jyh-Cherng Jong Samuel Kotz |
| Affiliation: | 1. Department of Civil Engineering , University of Maryland , College Park , MD , 20742 , USA;2. Department of Engineering Management and Systems Engineering , George Washington University , Washington , DC , 20052 , USA |
| Abstract: | A regression approach to principal component analysis is presented in this note. We provide an alternative interpretation of principal components that illustrates the relation between the extra sum of squares in regression analysis and the eigenvalues associated with the principal components. |
| Keywords: | Coefficient of determination Eigenvalues Eigenvectors Extra sum of squares Principal components regression Residuals |