A linearization method for partial least squares regression prediction uncertainty

作者：Zhang Ying^*; Fearn Tom

来源：Chemometrics and Intelligent Laboratory Systems, 2015, 140: 133-140.

DOI：10.1016/j.chemolab.2014.11.011

• Multivariate calibration
• Partial least squares regression
• Mean squared prediction error
• Linearization parametric bootstrap
• Parametric bootstrap

We study a local linearization approach put forward by Romera to provide an approximate variance for predictions in partial least squares regression. We note and correct some problems with the original formulae, study the stability of the resulting approximation using some simulations, and suggest an alternative method of computation using a parametric bootstrap. The alternative method is more stable than the algebraic approximation and is faster when the number of predictors is large.

• 出版日期2015-1-15