2020
DOI: 10.1002/cem.3287
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Envelopes: A new chapter in partial least squares regression

Abstract: We describe and elaborate on foundations that connect partial least squares regression with recently developed envelope theory and methodology. These foundations explain why PLS regression can work well in high-dimensional regressions where the number of predictors exceeds the number of observations and set it apart from other predictive methodologies. We hope that our foundational perspective will stimulate cross-fertilization between statistics and chemometrics, leading eventually to important methodological… Show more

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Cited by 15 publications
(12 citation statements)
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References 56 publications
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“…For example, the active vector for a linear problem is simply the gradient bold-italicb$$ \boldsymbol{b} $$, regardless of the particular distribution assigned to the inputs. Perhaps useful connections could be made to dimension reduction techniques known as Envelope Methods and Partial Least Squares [30].…”
Section: Discussionmentioning
confidence: 99%
“…For example, the active vector for a linear problem is simply the gradient bold-italicb$$ \boldsymbol{b} $$, regardless of the particular distribution assigned to the inputs. Perhaps useful connections could be made to dimension reduction techniques known as Envelope Methods and Partial Least Squares [30].…”
Section: Discussionmentioning
confidence: 99%
“…Some of these claims have already been addressed in prior research (e.g. Cook and Forzani, 2020; Henseler et al. , 2014; Rigdon, 2012; Sarstedt et al.…”
Section: Introductionmentioning
confidence: 89%
“…Sejauh mana faktor-faktor ekonomi dan sosial seperti UHH, PDRB per kapita ADHB, dan TPAK, serta bagaimana peran RLS sebagai penghubung antara faktor-faktor tersebut terhadap IPM di Sulawesi Selatan dapat digunakan metode analisis jalur. Metode tersebut digunakan sebagai cara standar untuk merepresentasikan teori dalam ilmu sosial [8]. Model regresi yang diperluas dengan menggunakan variabel perantara sehingga sistem hubungan sebab akibat (kausal) memiliki 2 jenis variabel, yaitu variabel eksogen dengan simbol 𝑋 1 , 𝑋 2 , … , 𝑋 𝑘 dan variabel endogen dengan simbol 𝑌 1 , 𝑌 2 , … .…”
Section: Pendahuluanunclassified