A REFORMULATION OF THE PARTIAL LEAST-SQUARES REGRESSION ALGORITHM

被引：5
|
作者：
YOUNG, PJ
机构：
来源：
SIAM JOURNAL ON SCIENTIFIC COMPUTING | 1994年 / 15卷 / 01期
关键词：
PARTIAL LEAST SQUARES; LATENT VARIABLES; FACTOR LOADINGS;
D O I：
10.1137/0915015
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A new algorithm for partial least squares regression is introduced that is shown to be equivalent to, and more efficient than, the current algorithms. In addition, the new algorithm works explicitly in terms of the factor loadings and is therefore particularly useful when interpretation of the factors is required.
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页码：225 / 230
页数：6
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