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An empirical study of PLAD regression using the bootstrap. (English) Zbl 1196.62096

An analogue of partial least squares (PLS) linear regression is considered for the least absolute deviations technique, called PLAD. The authors develop bootstrap confidence intervals for the regression coefficients and a bootstrap estimate for the prediction error. Results of simulations and applications to the analysis of near infrared spectra are presented.

MSC:

62J05 Linear regression; mixed models
62G09 Nonparametric statistical resampling methods
62G15 Nonparametric tolerance and confidence regions
62-08 Computational methods for problems pertaining to statistics

Software:

bootstrap
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Full Text: DOI Link

References:

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