Premium
PLS shrinks
Author(s) -
De Jong Sijmen
Publication year - 1995
Publication title -
journal of chemometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.47
H-Index - 92
eISSN - 1099-128X
pISSN - 0886-9383
DOI - 10.1002/cem.1180090406
Subject(s) - partial least squares regression , estimator , mathematics , ordinary least squares , statistics , algebraic number , mathematical analysis
An algebraic proof is given that in partial least squares (PLS) regression the Euclidean length of the estimator is shrunk in comparison with the ordinary least squares estimator or with PLS estimators based on a larger number of dimensions.