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Bootstrap-based Q̂kh2 for the selection of components and variables in PLS regression

✍ Scribed by Silvano Amato; Vincenzo Esposito Vinzi


Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
249 KB
Volume
68
Category
Article
ISSN
0169-7439

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✦ Synopsis


The aim of this paper is to suggest a bootstrap-based method for choosing the number of components in Partial Least Squares Regression (PLSR). Cross-validated Q h 2 statistic is used, for which is intended to derive a bootstrap distribution and to perform a hypothesis testing. Monte Carlo approximation is adopted. Applications on both artificial and real data are presented.


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