Factor analysis | Regression analysis
In statistics, principal component regression (PCR) is a regression analysis technique that is based on principal component analysis (PCA). More specifically, PCR is used for estimating the unknown regression coefficients in a standard linear regression model. In PCR, instead of regressing the dependent variable on the explanatory variables directly, the principal components of the explanatory variables are used as regressors. One typically uses only a subset of all the principal components for regression, making PCR a kind of regularized procedure and also a type of shrinkage estimator. Often the principal components with higher variances (the ones based on eigenvectors corresponding to the higher eigenvalues of the sample variance-covariance matrix of the explanatory variables) are selected as regressors. However, for the purpose of predicting the outcome, the principal components with low variances may also be important, in some cases even more important. One major use of PCR lies in overcoming the multicollinearity problem which arises when two or more of the explanatory variables are close to being collinear. PCR can aptly deal with such situations by excluding some of the low-variance principal components in the regression step. In addition, by usually regressing on only a subset of all the principal components, PCR can result in dimension reduction through substantially lowering the effective number of parameters characterizing the underlying model. This can be particularly useful in settings with high-dimensional covariates. Also, through appropriate selection of the principal components to be used for regression, PCR can lead to efficient prediction of the outcome based on the assumed model. (Wikipedia).
http://AllSignalProcessing.com for more great signal processing content, including concept/screenshot files, quizzes, MATLAB and data files. Representing multivariate random signals using principal components. Principal component analysis identifies the basis vectors that describe the la
From playlist Random Signal Characterization
An Introduction to Linear Regression Analysis
Tutorial introducing the idea of linear regression analysis and the least square method. Typically used in a statistics class. Playlist on Linear Regression http://www.youtube.com/course?list=ECF596A4043DBEAE9C Like us on: http://www.facebook.com/PartyMoreStudyLess Created by David Lon
From playlist Linear Regression.
An introduction to Regression Analysis
Regression Analysis, R squared, statistics class, GCSE Like us on: http://www.facebook.com/PartyMoreStudyLess Related Videos Playlist on Linear Regression http://www.youtube.com/playlist?list=PLF596A4043DBEAE9C Using SPSS for Multiple Linear Regression http://www.youtube.com/playlist?li
From playlist Linear Regression.
How to calculate Linear Regression using R. http://www.MyBookSucks.Com/R/Linear_Regression.R http://www.MyBookSucks.Com/R Playlist http://www.youtube.com/playlist?list=PLF596A4043DBEAE9C
From playlist Linear Regression.
Statistics: Ch 3 Bivariate Data (15 of 25) What is Linear Regression? Part 1
Visit http://ilectureonline.com for more math and science lectures! We will learn what is linear regression. It is finding a linear relationship between 2 sets of data and use that relationship to define a linear equation in the form y=mx+b. Part 1 To donate: http://www.ilectureonline.co
From playlist THE "WHAT IS" PLAYLIST
Linear regression is used to compare sets or pairs of numerical data points. We use it to find a correlation between variables.
From playlist Learning medical statistics with python and Jupyter notebooks
Statistical Learning: 6.10 Principal Components Regression and Partial Least Squares
Statistical Learning, featuring Deep Learning, Survival Analysis and Multiple Testing You are able to take Statistical Learning as an online course on EdX, and you are able to choose a verified path and get a certificate for its completion: https://www.edx.org/course/statistical-learning
From playlist Statistical Learning
Statistical Learning: 12.2 Higher order principal components
Statistical Learning, featuring Deep Learning, Survival Analysis and Multiple Testing You are able to take Statistical Learning as an online course on EdX, and you are able to choose a verified path and get a certificate for its completion: https://www.edx.org/course/statistical-learning
From playlist Statistical Learning
Robust Principal Component Analysis (RPCA)
Robust statistics is essential for handling data with corruption or missing entries. This robust variant of principal component analysis (PCA) is now a workhorse algorithm in several fields, including fluid mechanics, the Netflix prize, and image processing. Book Website: http://databoo
From playlist Data-Driven Science and Engineering
08b Machine Learning: Principal Component Analysis
Lecture of principal component analysis for dimensionality reduction and general inference, learning about the structures in our subsurface data. Follow along with the demonstration workflow in Python's scikit-learn package: https://github.com/GeostatsGuy/PythonNumericalDemos/blob/master/
From playlist Machine Learning
Applied ML 2020 - 13 - Dimensionality reduction
PCA, linear discriminant analysis, manifold learning
From playlist Applied Machine Learning 2020
Applied Machine Learning 2019 - Lecture 14 - Dimensionality Reduction
Principal Component Analysis, Linear Discriminant Analysis, Manifold Learning, T-SNE Slides and more materials are on the class website: https://www.cs.columbia.edu/~amueller/comsw4995s19/schedule/
From playlist Applied Machine Learning - Spring 2019
Linear regression ANOVA ANCOVA Logistic Regression
In this video tutorial you will learn about the fundamentals of linear modeling: linear regression, analysis of variance, analysis of covariance, and logistic regression. I work through the results of these tests on the white board, so no code and no complicated equations. Linear regressi
From playlist Statistics
Simple Linear Regression Formula, Visualized | Ch.1
In this video, I will guide you through a really beautiful way to visualize the formula for the slope, beta, in simple linear regression. In the next few chapters, I will explain the regression problem in the context of linear algebra, and visualize linear algebra concepts like least squa
From playlist From Linear Regression to Linear Algebra
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Lecture on unsupervised machine learning with principal component analysis for dimensional reduction, inference and prediction.
From playlist Data Analytics and Geostatistics