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On robust partial least square (pls) methods

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  • Torrubias, J.A.G.
  • Romera, Rosario

Abstract

PLS regression methods have been used in applied fields for two decades. Techniques based on iteratively reweighted regression have appeared in the specialized Iiterature with the contaminated data case. We propose a new robust PLS technique based on the Stahel-Donoho estimator. Computational results showing the better robustness and efficiency of the new method are included.

Suggested Citation

  • Torrubias, J.A.G. & Romera, Rosario, 1997. "On robust partial least square (pls) methods," DES - Working Papers. Statistics and Econometrics. WS 6215, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:wsrepe:6215
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    References listed on IDEAS

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    1. Leo Breiman & Jerome H. Friedman, 1997. "Predicting Multivariate Responses in Multiple Linear Regression," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(1), pages 3-54.
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    1. Tae Hyoung Kang & Sang Wook Chung & Won Young Yun, 2008. "An Analysis Of Accelerated Performance Degradation Tests Assuming The Arrhenius Stress-Relationship," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 25(06), pages 847-864.

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    Keywords

    Partial least squares;

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