2008
DOI: 10.1590/s0103-84782009005000081
|View full text |Cite
|
Sign up to set email alerts
|

Validação cruzada com correção de autovalores e regressão isotônica nos modelos de efeitos principais aditivos e interação multiplicativa

Abstract: IIIValidação cruzada com correção de autovalores e regressão isotônica nos modelos de efeitos principais aditivos e interação multiplicativa EASTMENT & KRZANOWSKI (1982) ABSTRACT This paper presents an application of AMMI models -Additive Main effects and Multiplicative Interaction modelfor a thorough study about the effect of the interaction between genotype and environment in multi-environments experiments with balanced data. Two methods of crossed validation are presented and the improvement of these meth… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1
1

Citation Types

0
5
0
5

Year Published

2012
2012
2020
2020

Publication Types

Select...
6
2

Relationship

0
8

Authors

Journals

citations
Cited by 11 publications
(10 citation statements)
references
References 10 publications
0
5
0
5
Order By: Relevance
“…Subsequently, we scaled up the number of variables according to their characteristics to better visualize the interaction between the variables in the coordinate axes. These new axes, the eigenvectors (new variables) called principal components (PC), are generated by linear combinations of the original variables constructed from the eigenvalues of the covariance matrix (Hair 2007;Piovesan et al 2008). In order to obtain a simpler and more parsimonious model, we used the Kaiser criterion (1958) with eigenvectors above the unit.…”
Section: Data Processing and Statistical Analysismentioning
confidence: 99%
“…Subsequently, we scaled up the number of variables according to their characteristics to better visualize the interaction between the variables in the coordinate axes. These new axes, the eigenvectors (new variables) called principal components (PC), are generated by linear combinations of the original variables constructed from the eigenvalues of the covariance matrix (Hair 2007;Piovesan et al 2008). In order to obtain a simpler and more parsimonious model, we used the Kaiser criterion (1958) with eigenvectors above the unit.…”
Section: Data Processing and Statistical Analysismentioning
confidence: 99%
“…Assim, o conjunto de variáveis agrupado de acordo com suas características para melhor visualização da relação entre as variáveis em eixos das coordenadas. Nesses novos eixos, os autovalores (novas variáveis) chamados de componentes principais (CP) são gerados por combinações lineares das variáveis originais associados com os autovalores da matriz de covariância (Hair et al, 2005;Piovesan, 2008). Após a padronização dos dados (média nula e variância unitária), as análises foram conduzidas no programa STATISTICA 7.0 (StatSoft.…”
Section: Processamento Dos Dados E Análise Estatísticaunclassified
“…Next, the set of variables were grouped according to their characteristics for better visualization of the relationship between the variables on the axes of coordinates. The new axis and the auto-vectors (new variables) called principal components (CP), are generated by linear combinations of the original variables constructed with the auto-values of the covariance matrix (HAIR et al, 2005;PIOVESAN, 2008). With the goal of obtaining a model more simple and parsimonious, we used the Kaiser criterion (1958), with auto-vectors above the unit.…”
Section: Soilmentioning
confidence: 99%