On robust partial least square (pls) methods

J.A.G. Torrubias and Rosario Romera

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

Abstract: PLS regression methods have been used in applied fields for two decades. Techniques based on iteratively reweighted regression have appeared in the specialized Iiterature with the contaminated data case. We propose a new robust PLS technique based on the Stahel-Donoho estimator. Computational results showing the better robustness and efficiency of the new method are included.

Keywords: Partial; least; squares; robust; regression; methods; robust; covariance; matrices; Stahel-Donoho; estimator (search for similar items in EconPapers)
Date: 1997-09
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:cte:wsrepe:6215

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