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Un nuevo estimador muestral de regresión vía residuos ortogonales derivados del análisis de componentes principales

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  • Jimmy Rico Bermúdez

Abstract

Los estimadores de regresión son herramientas que emplean técnicas estadísticas propias como el análisis de regresión para aprovechar la información auxiliar disponible. En éste documento se presentan todas las herramientas teóricas necesarias para proponer un nuevo estimador de regresión ortogonal, para el cual el ajuste realizado no sea obtenido a partir de la teoría de mínimos cuadrados y en su lugar, éste se apoye en la construcción de componentes principales que por su naturaleza minimizan las distancias ortogonales de cada uno de los puntos de la nube de observaciones a la recta que recoge la mayor inercia.

Suggested Citation

  • Jimmy Rico Bermúdez, 2009. "Un nuevo estimador muestral de regresión vía residuos ortogonales derivados del análisis de componentes principales," Revista Comunicaciones en Estadística, Universidad Santo Tomás, November.
  • Handle: RePEc:col:000350:006229
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