A simulation study on comparison of prediction methods when only a few components are relevant

DOI10.1016/0167-9473(95)00006-2zbMath0900.62303MaRDI QIDQ1351853

Trygve Almøy

Publication date: 27 February 1997

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

Full work available at URL: https://doi.org/10.1016/0167-9473(95)00006-2

zbMATH Keywords

Expected squared error; Modified maximum likelihood regression; Partial least square regression; Principal Component regression; Restricted principal component regression

Mathematics Subject Classification ID

62H25: Factor analysis and principal components; correspondence analysis

62J99: Linear inference, regression

Related Items

The asymptotic variance of the univariate PLS estimator, Applied regression analysis bibliography update 1994-97

Cites Work

• Cross-Validation of Regression Models
• Comparison of prediction methods for multicollinear data
• A Simulation of Biased Estimation and Subset Selection Regression Techniques
• Ridge regression:some simulations
• Comparison of Stopping Rules in Forward "Stepwise" Regression
• A Simulation Study of Alternatives to Ordinary Least Squares
• An Interpretation of Partial Least Squares
• Comparison of Prediction Methods When Only a Few Components are Relevant
• A Statistical View of Some Chemometrics Regression Tools
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