Dimension reduction involves projecting the p predictors into an M-dimensional subspace by computing M distinct linear combinations of the variables and utilizing them as predictors for fitting a linear regression model.

Dimension reduction involves projecting the p predictors into an M-dimensional subspace by computing M distinct linear combinations of the variables and utilizing them as predictors for fitting a linear regression model.

• A. True
• B. False
• C. Sometimes
• D. Never

Answer: (A)