On Tue, 20 May 2003 15:15:21 -0400
Peter Flom <flom@ndri.org> wrote:
> Does anyone know of a good reference for using principal components as a
> subset selection method in regression, not so much to reduce
> collinearity, but rather to reduce the number of variables?
>
> There are intriguing hints in several books (e.g. Harrell Regression
> modelling strategies; Miller Subset selection in regression, but I was
> wondering if anyone knew of a good paper or two (or a good book) on
> using this method.
>
> TIA
>
> Peter
Look at the following (SM=Statistics in Medicine)
@BOOK{jol86,
author = {Jolliffe, I. T.},
year = 1986,
title = {Principal Component Analysis},
publisher = {Springer-Verlag},
address = {New York}
}
@ARTICLE{dag95dev,
author = {{D'Agostino}, Ralph B. and Belanger, Albert J. and Markson,
Elizabeth W. and {Kelly-Hayes}, Maggie and Wolf, Philip A.},
year = 1995,
title = {Development of health risk appraisal functions in the presence of
multiple indicators: {The} {Framingham} {Study} nursing home
institutionalization model},
journal = SM,
volume = 14,
pages = {1757-1770},
annote = {data reduction; variable clustering; factor analysis; principal
components; multivariate analysis}
}
@ARTICLE{mar94ass,
author = {Marshall, Guillermo and Grover, Frederick L. and Henderson,
William G. and Hammermeister, Karl E.},
year = 1994,
title = {Assessment of predictive models for binary outcomes: {A}n empirical
approach using operative death from cardiac surgery},
journal = SM,
volume = 13,
pages = {1501-1511},
annote = {variable clustering; principal components; CART}
}
@BOOK{cur83fac,
author = {Cureton, E. E. and {D'Agostino}, R. B.},
year = 1983,
title = {Factor Analysis, An Applied Approach},
publisher = {Erlbaum},
address = {Hillsdale, NJ},
annote = {multivariate analysis; principal components; factor analysis;
variable clustering; battery reduction}
@BOOK{jac91use,
author = {Jackson, J. Edward},
year = 1991,
title = {A User's Guide to Principal Components},
publisher = {Wiley},
address = {New York},
annote = {data reduction; principal components}
}
@BOOK{cha91reg,
author = {Chatterjee, Samprit and Price, Bertram},
year = 1991,
title = {Regression Analysis by Example},
edition = {Second},
publisher = {Wiley},
address = {New York},
annote = {regression, general; principal components; ridge regression;
variable selection; influence; collinearity}
}
>
> Peter L. Flom, PhD
> Assistant Director, Statistics and Data Analysis Core
> Center for Drug Use and HIV Research
> National Development and Research Institutes
> 71 W. 23rd St
> New York, NY 10010
> (212) 845-4485 (voice)
> (917) 438-0894 (fax)
>
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Frank E Harrell Jr Prof. of Biostatistics & Statistics
Div. of Biostatistics & Epidem. Dept. of Health Evaluation Sciences
U. Virginia School of Medicine http://hesweb1.med.virginia.edu/biostat
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