Publication:
Distributional aspects in partial least squares regression

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URI: https://hdl.handle.net/10016/6299
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ws991904.PDF (798.08 KB)
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1999-02
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This paper presents some results about the asymptotic behaviour of the estimate of a regression model obtained by Partial Least Squares (PLS) Methods. Because the nonlinearity of the regression estimator on the response variable, local linear approximation through the 6-method for the PLS regression vector is carried out. A new implementation of the PLS algorithm is developed for this purpose.
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Partial least Squares Regression, Asympotic distribution
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DES - Working Papers. Statistics and Econometrics. WS