A new algorithm for latent root regression analysis

DOI10.1016/S0167-9473(02)00071-3MaRDI QIDQ1874133zbMATH OpenOpenAlexFDO

Authors Evelyne Vigneau, El Mostafa Qannari

Publication date 22 May 2003

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-9473(02)00071-3

zbMATH Keywords

biased estimationlatent root regressionpartial least squaresprediction

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sequential statistical methods (62L99)

Recommendations

• Generation of prediction optimal projection on latent factors by a stochastic search algorithm
• On the structure of partial least squares regression
• Latent root regression: a biased regression methodology for use with collinear predictor variables
• A Reformulation of the Partial Least Squares Regression Algorithm
• Comparison of prediction methods for multicollinear data

Cites work

• A Comparison of Least Squares and Latent Root Regression Estimators
• A Simulation Study of Alternatives to Ordinary Least Squares
• An Interpretation of Partial Least Squares
• Biased Estimation in Regression: An Evaluation Using Mean Squared Error
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• scientific article; zbMATH DE number 3874435 (Why is no real title available?)
• scientific article; zbMATH DE number 4163945 (Why is no real title available?)
• scientific article; zbMATH DE number 3936168 (Why is no real title available?)
• scientific article; zbMATH DE number 3787984 (Why is no real title available?)
• scientific article; zbMATH DE number 47926 (Why is no real title available?)
• Latent Root Regression Analysis
• Latent Root Regression: Large Sample Analysis
• Ridge Regression and James-Stein Estimation: Review and Comments
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

Cited in

(5)

• scientific article; zbMATH DE number 4139075 (Why is no real title available?)
• Latent root regression: a biased regression methodology for use with collinear predictor variables
• Generation of prediction optimal projection on latent factors by a stochastic search algorithm
• 2nd special issue on matrix computations and statistics
• Multiblock latent root regression. Application to epidemiological data

This page was built for publication: A new algorithm for latent root regression analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1874133)