Implementing PLS for distance-based regression: computational issues

Eva Boj, Josep Fortiana and M. Merce Claramunt

DES - Working Papers. Statistics and Econometrics. WS from Universidad Carlos III de Madrid. Departamento de Estadística

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 calculations.

Date: 2006-05
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Journal Article: Implementing PLS for distance-based regression: computational issues (2007)
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:ws063514

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