Comparar métodos
Examine os métodos selecionados lado a lado; as linhas que diferem ficam destacadas.
| Regressão por Componentes Principais (PCR)× | Regressão Linear Múltipla× | |
|---|---|---|
| Área≠ | Aprendizado de máquina | Estatística |
| Família≠ | Machine learning | Regression model |
| Ano de origem≠ | 1982 | 1886 |
| Autor original≠ | Principal-component regression literature (Jolliffe and others) | Francis Galton; formalized by Karl Pearson |
| Tipo≠ | Unsupervised dimension reduction + regression | Parametric linear model |
| Fonte seminal≠ | Jolliffe, I. T. (1982). A note on the use of principal components in regression. Journal of the Royal Statistical Society: Series C (Applied Statistics), 31(3), 300–303. DOI ↗ | Galton, F. (1886). Regression towards mediocrity in hereditary stature. Journal of the Anthropological Institute of Great Britain and Ireland, 15, 246–263. DOI ↗ |
| Outros nomes≠ | PCR, PCA regression, temel bileşenler regresyonu | MLR, OLS regression, multiple regression, linear regression with multiple predictors |
| Relacionados≠ | 3 | 8 |
| Resumo≠ | Principal components regression first compresses a set of correlated predictors into a few principal components — the directions of greatest variance — and then regresses the response on those components. By discarding low-variance directions, PCR stabilizes estimation in the presence of multicollinearity and high dimensionality, at the cost of choosing components without reference to the response. | Multiple linear regression (MLR) is a parametric regression model that expresses a continuous outcome as a weighted linear combination of two or more predictor variables plus a random error term. The unknown weights (regression coefficients) are estimated by ordinary least squares (OLS), which minimises the sum of squared residuals. The method traces to Francis Galton's 1886 work on hereditary stature and was placed on firm mathematical footing by Karl Pearson; Draper and Smith's 1966 textbook established it as the standard framework for applied regression. |
| ScholarGateConjunto de dados ↗ |
|
|