Partial least squares, Advanced Statistics

Partial least squares is an alternative to the multiple regressions which, in spite of using the original q explanatory variables directly, constructs the new set of k regressor variables as the linear combinations of the original variables. The linear combinations are selected sequentially in such a manner that each new regressor has maximal sample covariance with response variable subject to being uncorrelated with all the earlier constructed regressors.

Posted Date: 7/31/2012 1:18:47 AM | Location : United States

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