期刊
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
卷 62, 期 -, 页码 585-593出版社
BLACKWELL PUBL LTD
DOI: 10.1111/1467-9868.00252
关键词
ordinary least squares; partial least squares; principal components; regularized regression; ridge regression
Partial least squares regression has been widely adopted within some areas as a useful alternative to ordinary least squares regression in the manner of other shrinkage methods such as principal components regression and ridge regression. In this paper we examine the nature of this shrinkage and demonstrate that partial least squares regression exhibits some undesirable properties.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据