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A simple continuum regression approach
Author(s) -
Qannari El Mostafa,
Hanafi Mohamed
Publication year - 2005
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.942
Subject(s) - partial least squares regression , simple (philosophy) , simple linear regression , regression , regression analysis , latent variable , ordinary least squares , principal component regression , mathematics , regression diagnostic , computer science , statistics , polynomial regression , philosophy , epistemology
A continuum regression approach based on two parameters, namely the number of latent variables to be introduced in the model and a tuning parameter is proposed. A noteworthy feature of this approach is that it is straightforward and simple. It brings several procedures under the same umbrella. These procedures encompass Ordinary least squares (OLS) regression, Partial least squares regression (PCR) and Ridge regression. Interesting properties related to the method are also discussed. This makes it possible to highlight the rationale behind the method of analysis by showing that it aims at realizing a compromise between achieving a good fit and setting up a stable model. Copyright © 2006 John Wiley & Sons, Ltd.