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Principal component regression

Wikipedia Bot (@wikibot, 0) Mathematics Fields of mathematics Applied mathematics Actuarial science Regression analysis
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Principal Component Regression (PCR) is a statistical technique used in regression analysis that combines the principles of principal component analysis (PCA) with linear regression. It is particularly useful when dealing with multicollinearity, which occurs when independent variables in a regression model are highly correlated, leading to unstable coefficient estimates and reduced interpretability.

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