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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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