How do I get from the eigenvectors of the covariance matrix to the regression parameters?
46319
How to perform orthogonal regression (total least squares) via PCA?
145755
Matrix and regression model
68045
Explicit solution for linear regression with two predictors
136919
Finding the likelihood function of parameter vector
112954
Linear regression question on Idempotent matrix and leverage points
3589
How to reverse PCA and reconstruct original variables from several principal components?
156981
Generating data with a given sample covariance matrix
69386
What's the relationship between initial eigenvalues and sums of squared loadings in factor analysis?
61051
Covariance term in simple linear regression
51207
How exactly to compute the ridge regression penalty parameter given the constraint?
29006
Kernel ridge regression with matrix-vector data set $S := \{ X_i, y_i \}_{i=1}^{N}$?
92434
Hat matrix and leverages in classical multiple regression
108610
How to derive the least square estimator for multiple linear regression?
94424
Matrices and Eigenvalues of Norm
89583
Transforming variables for multiple regression in R
108132
How Do I Compute the Eigenvalues of a Small Matrix?
93325
Difference In Eigenvectors