A fast method to compute orthogonal loadings partial least squares

Constantinos Goutis

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

Abstract: \Ve give a computationally fast method for the orthogonal loadings partial least squares. Our algorithm avoids the multiple regression computations at each step and yields identical scores and loadings to the usual method. We give a proof of the equivalence to the standard algorithm. "Ve discuss briefiy the computational advantages over both orthogonal scores and orthogonal loadings partial least squares.

Keywords: Bilinear; forms; Calibration; Projection; matrices; Biased; regression; methods (search for similar items in EconPapers)
Date: 1995-11
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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:10346

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