✦ LIBER ✦

PLS shrinks

✍ Scribed by Sijmen De Jong

Publisher: John Wiley and Sons
Year: 1995
Tongue: English
Weight: 209 KB
Volume: 9
Category: Article
ISSN: 0886-9383
DOI: 10.1002/cem.1180090406

No coin nor oath required. For personal study only.

✦ Synopsis

An algebraic proof is given that in partial least squares (PLS) regression the Euclidean length of the estimator is shrunk in companson with the ordinary least squares estimator or with PLS estimators based on a larger number of dimensions.

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