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- Tue May 12, 2020 4:27 pm
- Forum: Estimation
- Topic: Interpreting Principal Component Regression
- Replies: 1
- Views: 3585
Interpreting Principal Component Regression
I'm looking to resolve multicollinearity by using PCA. So far, I've managed to create the principal components I need, but I'm trying to find a way in views to combine these into interpretable coefficients in a regression on my dependent variable. Ideally, I'd like to use the components to create ne...