A new universal resample-stable bootstrap-based stopping criterion for PLS component construction

DOI10.1007/S11222-016-9651-4zbMATH Open1505.62265DBLPjournals/sac/MagnanensiBMM17arXiv1507.01404OpenAlexW2272422834WikidataQ59603381 ScholiaQ59603381MaRDI QIDQ123736FDOQ123736

Frédéric Bertrand, Myriam Maumy-Bertrand, Nicolas Meyer, Jérémy Magnanensi, Frédéric Bertrand, Nicolas Meyer, Myriam Maumy-Bertrand, Jérémy Magnanensi

Publication date: 22 September 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Abstract: We develop a new robust stopping criterion in Partial Least Squares Regressions (PLSR) components construction characterised by a high level of stability. This new criterion is defined as a universal one since it is suitable both for PLSR and its extension to Generalized Linear Regressions (PLSGLR). This criterion is based on a non-parametric bootstrap process and has to be computed algorithmically. It allows to test each successive components on a preset significant level alpha. In order to assess its performances and robustness with respect to different noise levels, we perform intensive datasets simulations, with a preset and known number of components to extract, both in the case n>p (n being the number of subjects and p the number of original predictors), and for datasets with n<p. We then use t-tests to compare the performance of our approach to some others classical criteria. The property of robustness is particularly tested through resampling processes on a real allelotyping dataset. Our conclusion is that our criterion presents also better global predictive performances, both in the PLSR and PLSGLR (Logistic and Poisson) frameworks.

Full work available at URL: https://arxiv.org/abs/1507.01404

zbMATH Keywords

bootstraprobustnesslatent variablePLSGLRPLSR

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Generalized linear models (logistic models) (62J12)

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Cited In (3)

• A New Bootstrap-Based Stopping Criterion in PLS Components Construction
• bootPLS
• A new universal resample-stable bootstrap-based stopping criterion for PLS component construction

Uses Software

• plsRglm
• bootstrap
• SIMCA

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