Use of Orthogonal Factors for Selection of Variables in a Regression Equation—An Illustration

Janet R. Daling and H. Tamura

Journal of the Royal Statistical Society Series C, 1970, vol. 19, issue 3, 260-268

Abstract: Selection of explanatory variables in the regression equation has been a prime problem in constructing a prediction equation. This paper describes and gives an illustration of a selection technique which makes use of the orthogonality among factors extracted from the correlation matrix. Using the factors not as new variables, but merely as the reference frame, we can identify a near orthogonal subset of explanatory variables. It is indicated that this approach provides the model builder with the flexibility that is not available in the conventional, purely mechanical, selection methods.

Date: 1970
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