A Note About the Multipliers in Latent Root Regression
- 1 January 1978
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 40 (2) , 184-185
- https://doi.org/10.1111/j.2517-6161.1978.tb01662.x
Abstract
Summary: A recent treatment of multiple regression involves the use of Lagrange multipliers. These multipliers are explicitly characterized in this note as partial covariances.This publication has 2 references indexed in Scilit:
- Latent Root Regression AnalysisTechnometrics, 1974
- On the Investigation of Alternative Regressions by Principal Component AnalysisJournal of the Royal Statistical Society Series C: Applied Statistics, 1973