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Details for article 14 of 16 found articles
| Title: |
Regression methods for high dimensional multicollinear data |
| Author: |
Aucott, Lorna S. Garthwaite, Paul H. Currall, James |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 29 (2000) nr. 4 pages 1021-1037 |
| Year: |
2000 |
| Contents: |
To compare their performance on high dimensional data, several regression methods are applied to data sets in which the number of exploratory variables greatly exceeds the sample sizes. The methods are stepwise regression, principal components regression, two forms of latent root regression, partial least squares, and a new method developed here. The data are four sample sets for which near infrared reflectance spectra have been determined and the regression methods use the spectra to estimate the concentration of various chemical constituents, the latter having been determined by standard chemical analysis. Thirty-two regression equations are estimated using each method and their performances are evaluated using validation data sets. Although it is the most widely used, stepwise regression was decidedly poorer than the other methods considered. Differences between the latter were small with partial least squares performing slightly better than other methods under all criteria examined, albeit not by a statistically significant amount. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 14 of 16 found articles
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