A Note on the Use of Principal Components in Regression¶
Jolliffe, I. T. (1982). A Note on the Use of Principal Components in Regression. Journal of the Royal Statistical Society Series C: Applied Statistics, 31(3), 300-303.
Cited by¶
1 citation across 1 artifact.
Each citation links to the sentence it supports in the citing article.
Mechanisms¶
- Dimensionality Reduction Probe
- A classic misuse is treating "95% variance explained" as proof of adequacy, which measures how much of the inputs' spread survived, not how much of the task's signal did.
This sourceShows that low-variance principal components can still carry important regression signal, so retained input variance does not establish predictive adequacy.
- A classic misuse is treating "95% variance explained" as proof of adequacy, which measures how much of the inputs' spread survived, not how much of the task's signal did.
Verification¶
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Registry ID ref:8ff22c04bfc7 · see in the full table