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PCovR

swMATH ID: 24176
Software Authors: Marlies Vervloet; Henk Kiers; Wim Van den Noortgate; Eva Ceulemans
Description: R package PCovR: Principal Covariates Regression. Analyzing regression data with many and/or highly collinear predictor variables, by simultaneously reducing the predictor variables to a limited number of components and regressing the criterion variables on these components. Several rotation options are provided in this package, as well as model selection options.
Homepage: https://cran.r-project.org/web/packages/PCovR/index.html
Source Code:  https://github.com/cran/PCovR
Dependencies: R
Keywords: principal covariates regression; dimension reduction; multicollinearity; regression models; R; R package; Journal of Statistical Software
Related Software: CHull; Mplus; pls; R; threeway; Matrix
Cited in: 0 Documents

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