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Questions tagged [orthogonalization]

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3 votes
1 answer
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Are there any situations where orthogonality is not optimal?

Data reduction is often used to avoid overfitting and to enhance explainability. Popular data reduction techniques, such as SVD or PCA map/project high-dimensional data to a lower-dimensional ...
Chris M's user avatar
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5 votes
1 answer
170 views

Should I orthogonalize variables before regression?

If I have several correlated variables in my dataset which I would like to include as predictors in my model. For example with this simulated dataset: ...
locus's user avatar
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