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Volumn 62, Issue 3, 2000, Pages 585-593

The peculiar shrinkage properties of partial least squares regression

Author keywords

Ordinary least squares; Partial least squares; Principal components; Regularized regression; Ridge regression

Indexed keywords


EID: 0034355177     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00252     Document Type: Article
Times cited : (46)

References (11)
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    • Brown, P.J.1
  • 4
    • 84952149204 scopus 로고
    • A statistical view of some chemometrics tools
    • Frank, I. E. and Friedman, J. H. (1993) A statistical view of some chemometrics tools. Technometrics, 35, 109-135.
    • (1993) Technometrics , vol.35 , pp. 109-135
    • Frank, I.E.1    Friedman, J.H.2
  • 5
    • 0030501201 scopus 로고    scopus 로고
    • Partial least squares yields shrinkage estimators
    • Goutis, C. (1996) Partial least squares yields shrinkage estimators. Ann. Statist., 24, 816-824.
    • (1996) Ann. Statist. , vol.24 , pp. 816-824
    • Goutis, C.1
  • 6
    • 84946280337 scopus 로고
    • On the structure of partial least squares regression
    • Helland, I. (1988) On the structure of partial least squares regression. Communs Statist. Simuln Computn, 17, 581-607.
    • (1988) Communs Statist. Simuln Computn , vol.17 , pp. 581-607
    • Helland, I.1
  • 8
    • 0000818474 scopus 로고
    • Continuum regression: Cross-validated sequentially constructed prediction embracing ordinary least squares, partial least squares and principal components regression
    • Stone, M. and Brooks, R. J. (1990) Continuum regression: cross-validated sequentially constructed prediction embracing ordinary least squares, partial least squares and principal components regression (with discussion). J. R. Statist. Soc. B, 52, 237-269.
    • (1990) J. R. Statist. Soc. B , vol.52 , pp. 237-269
    • Stone, M.1    Brooks, R.J.2
  • 9
    • 0003000612 scopus 로고
    • Nonlinear estimation by iterative least squares procedures
    • ed. F. N. David, New York: Wiley
    • Wold, H. (1966) Nonlinear estimation by iterative least squares procedures. In Research Papers in Statistics: Festschrift for J. Neyman (ed. F. N. David), pp. 411-444. New York: Wiley.
    • (1966) Research Papers in Statistics: Festschrift for J. Neyman , pp. 411-444
    • Wold, H.1
  • 10
    • 0002741363 scopus 로고
    • Nonlinear iterative partial least squares (NIPALS) modelling: Some current developments
    • ed. P. Krishnaiah, New York: Academic Press
    • _ (1973) Nonlinear iterative partial least squares (NIPALS) modelling: some current developments. In Multivariate Analysis III (ed. P. Krishnaiah), pp. 383-407. New York: Academic Press.
    • (1973) Multivariate Analysis III , pp. 383-407
  • 11
    • 0001877951 scopus 로고
    • Soft modeling: The basic design and some extensions
    • eds K. G. Jöreskog and H. Wold, ch. 1, Amsterdam: North-Holland
    • _ (1982) Soft modeling: the basic design and some extensions. In Systems under Indirect Observation: Causality-Structure-Prediction (eds K. G. Jöreskog and H. Wold), vol. II, ch. 1, pp. 1-54. Amsterdam: North-Holland.
    • (1982) Systems under Indirect Observation: Causality-Structure-Prediction , vol.2 , pp. 1-54


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.