Principal covariates regression: Part I. Theory

Autor: de Jong, Sijmen, Kiers, Henk A.L.
Přispěvatelé: Psychometrics and Statistics
Jazyk: angličtina
Rok vydání: 1992
Předmět:
Zdroj: Chemometrics and Intelligent Laboratory Systems, 14(1-3), 155-164. ELSEVIER SCIENCE BV
ISSN: 0169-7439
Popis: A method for multivariate regression is proposed that is based on the simultaneous least-squares minimization of Y residuals and X residuals by a number of orthogonal X components. By lending increasing weight to the X variables relative to the Y variables, the procedure moves from ordinary least-squares regression to principal component regression, forming a relatively simple alternative for continuum regression. Analogies and differences with this and other biased regression techniques are discussed. Possible extensions to multi-block problems and nonlinear relationships are indicated.
Databáze: OpenAIRE