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Computational Statistics & Data Analysis
Volume 41, Issue 1, 28 November 2002, Pages 231-242
 
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doi:10.1016/S0167-9473(02)00071-3    How to Cite or Link Using DOI (Opens New Window)
Copyright © 2002 Elsevier Science B.V. All rights reserved.

A new algorithm for latent root regression analysis

Evelyne VigneauCorresponding Author Contact Information, E-mail The Corresponding Author and El Mostafa Qannari

ENITIAA/INRA, Unité de Sensométrie et de Chimiométrie, La Géraudière, B.P. 82225, 44322, Nantes Cedex 3, France

Available online 28 March 2002.

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Abstract

New properties of latent root regression are shown aiding insight into the determination of a prediction model. Moreover, a procedure for the determination of a prediction model is discussed. It has similarities to partial least squares and differ from the latter method only in the way components used as predictors are formed. This procedure is extended to the case where the problem at hand concerns the prediction of more than one variable. The method is illustrated using real data sets.

Author Keywords: Latent root regression; Prediction; Biased estimation; Partial least squares

Article Outline

1. Introduction
2. Latent root regression
3. Sequential determination of the latent variables
4. Extension for the prediction of several variables: LRR2
5. Illustrative examples
6. Concluding remarks
Appendix
References





 
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