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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Hlavní autor: Álvarez, Willin (author)
Médium: article
Vydáno: 2016
Témata:
Reduced Rank
Multivariate Regression
Partial Least Squares
Singular Value Decomposition
PLSSVD
Multicollinearity
On-line přístup: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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