Variable Selection in PLS Regression with Penalty Function
نویسندگان
چکیده
منابع مشابه
Variable selection in linear regression through adaptive penalty selection
Model selection procedures often use a fixed penalty, such as Mallows’ Cp, to avoid choosing a model which fits a particular data set extremely well. These procedures are often devised to give an unbiased risk estimate when a particular chosen model is used to predict future responses. As a correction for not including the variability induced in model selection, generalized degrees of freedom i...
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ژورنال
عنوان ژورنال: Communications for Statistical Applications and Methods
سال: 2008
ISSN: 2287-7843
DOI: 10.5351/ckss.2008.15.4.633