Shrinkage structure of partial least squares

被引:22
|
作者
Lingjærde, OC [1 ]
Christophersen, N [1 ]
机构
[1] Univ Oslo, N-0316 Oslo, Norway
关键词
Krylov subspace; least squares; partial least squares; principal components; rank deficient; shrinkage estimators; subspace distance;
D O I
10.1111/1467-9469.00201
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Partial least squares regression (PLS) is one method to estimate parameters in a linear model when predictor variables are nearly collinear. One way to characterize PLS is in terms of the scaling (shrinkage or expansion) along each eigenvector of the predictor correlation matrix. This characterization is useful in providing a link between PLS and other shrinkage estimators, such as principal components regression (PCR) and ridge regression (RR), thus facilitating a direct comparison of PLS with these methods. This paper gives a detailed analysis of the shrinkage structure of PLS, and several new results are presented regarding the nature and extent of shrinkage.
引用
收藏
页码:459 / 473
页数:15
相关论文
共 50 条
  • [31] Selecting factors for partial least squares
    Messick, NJ
    Kalivas, JH
    Lang, PM
    MICROCHEMICAL JOURNAL, 1997, 55 (02) : 200 - 207
  • [32] A twist to partial least squares regression
    Indahl, U
    JOURNAL OF CHEMOMETRICS, 2005, 19 (01) : 32 - 44
  • [33] Bayesian Sparse Partial Least Squares
    Vidaurre, Diego
    van Gerven, Marcel A. J.
    Bielza, Concha
    Larranaga, Pedro
    Heskes, Tom
    NEURAL COMPUTATION, 2013, 25 (12) : 3318 - 3339
  • [34] Penalized partial least squares for pleiotropy
    Camilo Broc
    Therese Truong
    Benoit Liquet
    BMC Bioinformatics, 22
  • [35] Analytical solution to partial least squares
    Lou Z.
    Lu S.
    Wang Y.
    Ma X.
    Information Sciences, 2024, 670
  • [36] Partial least trimmed squares regression
    Xie, Zhonghao
    Feng, Xi'an
    Chen, Xiaojing
    CHEMOMETRICS AND INTELLIGENT LABORATORY SYSTEMS, 2022, 221
  • [37] Partial Least Squares Image Clustering
    Kloss, Ricardo Barbosa
    Cirne, Marcos Vinicius Mussel
    Silva, Samira
    Pedrini, Helio
    Schwartz, William Robson
    2015 28TH SIBGRAPI CONFERENCE ON GRAPHICS, PATTERNS AND IMAGES, 2015, : 41 - 48
  • [38] Partial least squares for dependent data
    Singer, Marco
    Krivobokova, Tatyana
    Munk, Axel
    De Groot, Bert
    BIOMETRIKA, 2016, 103 (02) : 351 - 362
  • [39] Constrained kernelized partial least squares
    Sharif, Siamak Salari
    Reilly, James P.
    MacGregor, John F.
    JOURNAL OF CHEMOMETRICS, 2014, 28 (10) : 762 - 772
  • [40] Partial Least Squares for Heterogeneous Data
    Buhlmann, Peter
    MULTIPLE FACETS OF PARTIAL LEAST SQUARES AND RELATED METHODS, 2016, 173 : 3 - 15