The Peculiar Shrinkage Properties of Partial Least Squares Regression
- 1 September 2000
- journal article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 62 (3) , 585-593
- https://doi.org/10.1111/1467-9868.00252
Abstract
Summary: Partial least squares regression has been widely adopted within some areas as a useful alternative to ordinary least squares regression in the manner of other shrinkage methods such as principal components regression and ridge regression. In this paper we examine the nature of this shrinkage and demonstrate that partial least squares regression exhibits some undesirable properties.This publication has 0 references indexed in Scilit: