Implementing PLS for distance-based regression: computational issues

Boj, Eva; Grané, Aurea; Fortiana, Josep; Claramunt, M. Merce

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Implementing PLS for distance-based regression: computational issues

Author(s): Boj, Eva; Grané, Aurea; Fortiana, Josep; Claramunt, M. Merce

Issued date: 2006-05

Serie/No.: UC3M Working Papers. Statistics and Econometrics
2006-14

URI: http://hdl.handle.net/10016/245

Abstract:

Distance-based regression allows for a neat implementation of the Partial Least Squares recurrence. In this paper we address practical issues arising when dealing with moderately large datasets (n ~ 10^4) such as those typical of automobile insurance premium c [+]

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