APA Dictionary of Psychology

principal components regression

Updated on 04/19/2018
a prediction model that uses a set of uncorrelated variables obtained from a principal components analysis as predictor or independent variables. The benefit of this approach is that the original set of predictors in the model may have been so highly interrelated as to result in collinearity. The drawback is that if the uncorrelated variables are not interpretable, then the problem of collinearity is not solved.
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