On the shrinkage behavior of partial least squares regression

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dc.creatorKraemer, Nicole
dc.date2005-03-23
dc.date.accessioned2026-07-07T08:06:44Z
dc.date.available2026-07-07T08:06:44Z
dc.descriptionWe present a formula for the shrinkage factors of the Partial Least Squares regression estimator and deduce some of their properties, in particular the known fact that some of the factors are >1. We investigate the effect of shrinkage factors for the Mean Squared error of linear estimators and illustrate that we cannot extend the results to nonlinear estimators. In particular, shrinkage factors >1 do not automatically lead to a poorer Mean Squared Error. We investigate empirically the effect of bounding the the absolute value of the Partial Least Squares shrinkage factors by 1.
dc.identifierhttps://arxiv.org/abs/math/0503495
dc.identifierhttp://arxiv.org/abs/math/0503495
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130710
dc.subjectStatistics Theory
dc.subject62J07; 62H99
dc.titleOn the shrinkage behavior of partial least squares regression
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