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On robust partial least square (pls) methods

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URI: http://hdl.handle.net/10016/6215
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ws976223.PDF (991.09 KB)
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1997-09
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PLS regression methods have been used in applied fields for two decades. Techniques based on iteratively reweighted regression have appeared in the specialized Iiterature with the contaminated data case. We propose a new robust PLS technique based on the Stahel-Donoho estimator. Computational results showing the better robustness and efficiency of the new method are included.
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Partial least squares, robust regression methods, robust covariance matrices, Stahel-Donoho estimator
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DES - Working Papers. Statistics and Econometrics. WS