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The peculiar shrinkage properties of partial least squares regression

✍ Scribed by Neil A. Butler; Michael C. Denham

Book ID
108547562
Publisher
Blackwell Publishing
Year
2000
Tongue
English
Weight
200 KB
Volume
62
Category
Article
ISSN
0952-8385

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A simple objective function in terms of undeflated X is derived for the latent variables of multivariate PLS regression. The objective function fits into the basic framework put forward by Burnham et al. (J. Chemometrics, 10, 31-45 (1996)). We show that PLS and SIMPLS differ in the constraint put on