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PLS shrinks (1995)

De Jong, Sijmen

New York, NY : Wiley-Blackwell

Journal of Chemometrics 9 (1995), S. 323-326

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ISSN: 0886-9383

Keywords: partial least squares ; biased regression ; ordinary least squares ; minimum length least squares ; Chemistry ; Analytical Chemistry and Spectroscopy

Source: Wiley InterScience Backfile Collection 1832-2000

Topics: Chemistry and Pharmacology

Notes: An algebraic proof is given that in partial least squares (PLS) regression the Euclidean length of the estimator is shrunk in comparison with the ordinary least squares estimator or with PLS estimators based on a larger number of dimensions.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1002/cem.1180090406

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