Iteratively Reweighted Partial Least Squares Estimation for Generalized Linear Regression
作者:
BrianD. Marx,
期刊:
Technometrics
(Taylor Available online 1996)
卷期:
Volume 38,
issue 4
页码: 374-381
ISSN:0040-1706
年代: 1996
DOI:10.1080/00401706.1996.10484549
出版商: Taylor & Francis Group
关键词: Biased estimation;Cross-validation;Ill-conditioned information;Latent variables;Principal components
数据来源: Taylor
摘要:
I extend the concept of partial least squares (PLS) into the framework of generalized linear models. A spectroscopy example in a logistic regression framework illustrates the developments. These models form a sequence of rank 1 approximations useful for predicting the response variable when the explanatory information is severely ill-conditioned. Iteratively reweighted PLS algorithms are presented with various theoretical properties. Connections to principal-component and maximum likelihood estimation are made, as well as suggestions for rules to choose the proper rank of the final model.
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