Estimation Procedure for Reduced Rank Regression, PLSSVD

Estimation Procedure for Reduced Rank Regression, PLSSVD

This paper presents a procedure for coefficient estimation in a multivariate regression model of reduced rank in the presence of multicollinearity. The procedure permits the prediction of the dependent variables taking advantage of both Partial Least Squares (PLS) and Singular Value Decomposition (S...

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Bibliografiske detaljer
Hovedforfatter: Álvarez, Willin (author)
Format: article
Udgivet: 2016
Fag:
Reduced Rank
Multivariate Regression
Partial Least Squares
Singular Value Decomposition
PLSSVD
Multicollinearity
Online adgang:http://dspace.ikiam.edu.ec:8080/jspui/handle/RD_IKIAM/153
https://doi.org/10.19139/soic.v4i2.146
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http://dspace.ikiam.edu.ec:8080/jspui/handle/RD_IKIAM/153
https://doi.org/10.19139/soic.v4i2.146

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