Sökning: "principal compnents regression"

Hittade 1 avhandling innehållade orden principal compnents regression.

  1. 1. Regression methods in multidimensional prediction and estimation

    Författare :Anders Björkström; Rolf Sundberg; Philip J Brown; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; regression; prediction; principal compnents regression; ridge regression; partial least squares; Mathematical statistics; Matematisk statistik; matematisk statistik; Mathematical Statistics;

    Sammanfattning : In regression with near collinear explanatory variables, the least squares predictor has large variance. Ordinary least squares regression (OLSR) often leads to unrealistic regression coefficients. Several regularized regression methods have been proposed as alternatives. LÄS MER