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Table 4 BIC and adjusted \(R^2\) values for each of the additive model fits using the transformed predictors from PCA and SIR

From: Some dimension reduction strategies for the analysis of survey data

Method \(Y_1\) \(Y_2\) \(Y_3\)
PCA 2695444 2906673 2564298
  0.494 0.847 0.495
SIR 2673141 2862496 2527463
  0.545 0.876 0.577