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Partial least squares: A first-order analysis
Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Information Technology. Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Information Technology, Automatic control. DEPARTMENT OF SYSTEMS AND CONTROL.
Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Information Technology. Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Information Technology, Automatic control. AUTOMATIC CONTROL.
1998 (English)In: SCANDINAVIAN JOURNAL OF STATISTICS, ISSN 0303-6898, Vol. 25, no 1, 17-24 p.Article in journal (Refereed) Published
Abstract [en]

We compare the partial least squares (PLS) and the principal component analysis (PCA), in a general case in which the existence of a true linear regression is not assumed. We prove under mild conditions that PLS and PCA are equivalent, to within a first-o

Place, publisher, year, edition, pages
1998. Vol. 25, no 1, 17-24 p.
Keyword [en]
biased regression; first-order analysis; mean square error study; partial least squares regression; principal component analysis; REGRESSION; COMPONENTS
Identifiers
URN: urn:nbn:se:uu:diva-27152OAI: oai:DiVA.org:uu-27152DiVA: diva2:55046
Note
Addresses: Stoica P, Uppsala Univ, Syst & Control Grp, POB 27, S-75103 Uppsala, Sweden. Uppsala Univ, Syst & Control Grp, S-75103 Uppsala, Sweden.Available from: 2005-05-04 Created: 2005-05-04 Last updated: 2011-01-14

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Stoica, PSöderström, T

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