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Principal component logistic regression

Ana M. Aguilera, Manuel Escabias

Abstract

The objective of this paper is to develop an extension of principal component regression for multiple logistic regression with continuous covariates. A practical application with simulated data will be included where the accuracy of the proposed principal component logistic regression model will be evaluated starting from the estimated parameters and probabilities.

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Available abstract

Key concepts: Logistic regression, Principal component regression, Factor regression model, Principal component analysis, Logistic model tree, Statistics, Covariate, Component (thermodynamics)