Critical evaluation of a significance test for partial least squares regression
Critical evaluation of a significance test for partial least squares regression
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DOI：
10.1016/s0003-2670(00)01381-7
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发表时间：
2001-03-29
影响因子：
6.2
通讯作者：
Faber, NM
中科院分区：
文献类型：
--
作者：
Faber, NM
A significance test for determining the optimum model dimension for partial least squares regression is critically examined. It is derived that this significance test is equivalent with a well-known t-test for principal component regression. The results for a near-infrared data set suggest that the conventional methods of optimising the prediction error estimate obtained from a test set or cross-validation are to be preferred. (C) 2001 Elsevier Science B.V. All rights reserved.
