Distributional aspects in partial least squares regression

Rosario Romera

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

Abstract: 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.

Keywords: Partial; least; Squares; Regression; Asympotic; distribution (search for similar items in EconPapers)
Date: 1999-02
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:6299

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