Regresion PLS y PCA como Solucion al Problema de Multicolinealidad en Regresion Multiple

We present and compare principal components regression and partial least squares regression, and their solution to the problem of multicollinearity. We illustrate the use of both techniques, and demonstrate the superiority of partial least squares.

Autores Principales: Vega Vilca, José Carlos, Guzman, Josué
Formato: Artículo
Idioma: Español
Publicado: 2015
Acceso en línea: http://revistas.ucr.ac.cr/index.php/matematica/article/view/2111
http://hdl.handle.net/10669/12982
Sumario: We present and compare principal components regression and partial least squares regression, and their solution to the problem of multicollinearity. We illustrate the use of both techniques, and demonstrate the superiority of partial least squares.