Prediction Intervals in Partial Least Squares Regression via a New Local Linearization Approach Articles
Overview
published in
publication date
- October 2010
start page
- 122
end page
- 128
issue
- 2
volume
- 103
Digital Object Identifier (DOI)
International Standard Serial Number (ISSN)
- 0169-7439
Electronic International Standard Serial Number (EISSN)
- 1873-3239
abstract
-
Univariate Partial Least Squares is a biased regression procedure for calibration and prediction widely used in chemometrics. To the best of our knowledge the distributional properties of the PLS regression
estimator still remain unpublished and this leads to difficulties in
performing inference-based procedures such as obtaining prediction
intervals for new samples. Prediction intervals require the variance of
the regression estimator to be known in order to evaluate the variance
of the prediction. Because the nonlinearity of the regression estimator
on the response variable, local linear approximation through the
delta-method for the PLS regression vector have been proposed in the
literature. In this paper we present a different local linearization
which is carried out around the vector of the covariances between
response and predictors, and covariances between predictors. This
approach improves the previous ones in terms of bias and precision.
Moreover, the proposed algorithm speeds up the calculations of the
Jacobian matrix and performs better than recent efficient
implementations.