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Improved straightforward implementation of a statistically inspired modification of the partial least squares algorithm
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نویسنده
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alin a. ,masoom ali m.
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منبع
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pakistan journal of statistics - 2012 - دوره : 28 - شماره : 2 - صفحه:217 -229
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چکیده
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Improvement to straightforward implementation of a statistically inspired modification of the partial least squares (simpls) algorithm has been suggested for the case of many explanatory variables,x,and fewer objects,n. the improved simpls algorithm,the simpls algorithm and pls kernel algorithm have been compared in terms of speed. the results reveal that improvement on the simpls algorithm makes the algorithm much faster than the simpls algorithm. moreover,the improved algorithm is competitive with or even faster than the pls kernel algorithm under the considered cases. © 2012 pakistan journal of statistics.
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کلیدواژه
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Algorithm; Multicollinearity; Multiple linear regression; Partial least squares; Partial least squares regression; SIMPLS
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آدرس
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department of statistics,dokuz eylul university,35160,buca, Turkey, ball state university,muncie, United States
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Authors
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