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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Bibliographic Details
Main Author: Álvarez, Willin (author)
Format: article
Published: 2016
Subjects:
Online Access:http://dspace.ikiam.edu.ec:8080/jspui/handle/RD_IKIAM/153
https://doi.org/10.19139/soic.v4i2.146
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