Regression based thresholds in principal loading analysis
主载荷分析中基于回归的阈值选择
Principal loading analysis is a dimension reduction method that discards variables which have only a small distorting effect on the covariance matrix. As a special case, principal loading analysis discards variables that are not correlated with the remaining ones. In multivariate linear regression on the other hand, predictors that are neither correlated with both the remaining predictors nor with the dependent variables have a regression coefficients equal to zero. Hence,…