A new algorithm for latent root regression analysis

DOI10.1016/S0167-9473(02)00071-3zbMath1011.62071OpenAlexW2045787209MaRDI QIDQ1874133

El Mostafa Qannari, Evelyne Vigneau

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

predictionpartial least squaresbiased estimationlatent root regression

Mathematics Subject Classification ID

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

Related Items

2nd special issue on matrix computations and statistics

Cites Work

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• Latent Root Regression: Large Sample Analysis
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
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• Latent Root Regression Analysis
• A Comparison of Least Squares and Latent Root Regression Estimators
• A Simulation Study of Alternatives to Ordinary Least Squares
• Biased Estimation in Regression: An Evaluation Using Mean Squared Error
• An Interpretation of Partial Least Squares
• Ridge Regression: Biased Estimation for Nonorthogonal Problems