partial least squares

Monday, September 16, 2019 - 10:30am - 11:30am
Dennis Cook (University of Minnesota, Twin Cities)
Essentially a form of targeted dimension reduction, an envelope is a construct for increasing efficiency of multivariate methods without altering traditional goals, sometimes producing gains equivalent to increasing the sample size many times over. Recognizing that the data may contain unanticipated variation that is effectively immaterial to estimation, an envelope is a subspace that envelops the material variation and thereby reduces estimative and predictive error.
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