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- W181947998 abstract "We present a new approach of univariate partial least squares regression (PLSR) based on directional signal-noise ratios. We show how PLSR, unlike PCR, takes into account the actual value and not only the variance of the OLS estimator. We find an orthogonal sequence of directions associated with decreasing signal-noise ratios. Then, we state PLS estimators as least squares estimators constrained to be null onto the last directions. We also give another procedure that shows how PLSR rebuilds the OLS estimator iteratively by seeking at each step the direction with largest dierence of signals over the noise. The latter approach does not involve any arbitrary scale or orthogonality constraints." @default.
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- W181947998 date "2004-01-01" @default.
- W181947998 modified "2023-09-26" @default.
- W181947998 title "PLS regression : a directional signal-noise approach" @default.
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