Principal component generalised linear models:
Principal component generalised linear models
Description
Principal component generalised linear models.
Usage
glm.pcr(y, x, k = 1, xnew = NULL)
Arguments
y
A numerical vector, either 0 and 1 (binary) or discrete (count) data.
x
A matrixc with the predictor variable(s), they have to be continuous.
k
A number at least equal to 1. How many principal components to use.
xnew
If you have new data use it, otherwise leave it NULL.
Value
A list including:
Details
Principal component regression is performed with binary logistic or Poisson regression, depending on the nature of the response variable.
References
Aguilera A.M., Escabias M. and Valderrama M.J. (2006). Using principal components for estimating logistic regression with high-dimensional multicollinear data.
Computational Statistics & Data Analysis 50(8): 1905-1924.
Jolliffe I.T. (2002). Principal Component Analysis.