A Note on the Use of Principal Components in Regression
这篇注记指出，主成分回归中常被忽视的小特征值主成分可能与大特征值主成分同样重要，并用四个例子（其中三个来自文献）加以说明。
The use of principal components in regression has received a lot of attention in the literature in the past few years, and the topic is now beginning to appear in textbooks. Along with the use of principal component regression there appears to have been a growth in the misconception that the principal components with small eigenvalues will very rarely be of any use in regression. The purpose of this note is to demonstrate that these components can be as important as those with large variance. This is illustrated with four examples, three of which have already appeared in the literature.