Page 507 - Jolliffe I. Principal Component Analysis
P. 507

Index
                              472
                                    relationships (QSAR), see
                                    chemistry
                                                                      least squares estimation,
                                                                      multivariate regression, PC
                              quartimin/quartimax rotation 153,       latent root regression,
                                    154, 162–165, 270, 271, 277,      regression, point estimation,
                                    278                               reduced rank regression,
                              quaternion valued data 370              ridge regression, robust
                                                                      regression, selection of
                              ranked data 267, 338, 340, 341,         variables
                                    348, 349, 388               regression components 403
                                rank correlation 341            regression tree 185
                              reciprocal averaging, see scaling or  regularized discriminant analysis
                                    ordination                        205, 207, 208
                              red noise 301, 304, 307, 314      reification 269
                              reduced rank regression 229, 230,  repeatability of PCA 261, 394
                                    331, 353, 392, 401          repeated measures, see longitudinal
                                softly shrunk reduced rank            data
                                    regression 230              rescaled PCs 403, 404
                              reduction of dimensionality, see  residual variation 16, 17, 108, 114,
                                    dimensionality reduction          129, 220, 240, 290, 399
                              redundancy analysis 225–230, 331,   see also error covariance matrix,
                                    393, 401                          PCA of residuals
                              redundancy coefficient/index 226,   residuals in a contingency table,
                                    227                               see interactions
                              redundant variables, see          response variables 227–230
                                    dimensionality reduction      PCs of predicted responses 228,
                              regionalization studies 213, 294        230
                              regression analysis 13, 32, 33, 74,  see also regression analysis
                                    111, 112, 121, 127, 129, 137,  restricted PC regression 184
                                    144, 145, 157, 167–199, 202,  ridge regression 167, 178, 179, 181,
                                    205, 223, 227, 239, 240, 284,     185, 190, 364
                                    286, 288, 290, 294, 304, 326,  road running, see athletics
                                    337, 352, 363, 366, 368, 378,  robust estimation 232, 262–268
                                    390, 399, 412                 in functional PCA 266, 316, 327
                                computation 46, 168, 170, 173,    in non-linear PCA 376
                                    182, 412                      in regression 264, 366
                                influence function 249, 250        of biplots 102, 265
                                interpretation 46, 168, 170, 173,  of covariance/correlation
                                    182, 412                          matrices 264, 265–267, 363,
                                residuals 127, 399                    364, 394
                                variable selection 111, 112, 137,  of distributions of PCs 267
                                    145, 167, 172, 182, 185–188,  of means 241, 264, 265
                                    190, 191, 194, 197, 198, 286  of PCs 50, 61, 233, 235, 263–268,
                                see also biased regression            356, 366, 368, 394, 401
                                    methods, econometrics,        of scale 266
                                    influence functions,           see also M-estimators, minimum
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