| Abstract |
A method is presented for making Principal Component Regression (PCR), Partial Least Squares Regresion (PLSR), and other regressions based on Bilinear Modelling (BLM) less sensitive to overfit. The idea is to use generalised ridge regression to calculate the Y-loadings, in order to prevent small, uncertain values of the score vectors from causing inflation of variance in the regression coefficients. Thus, we combine the stabilising power of ridge regression with the modelling power and interpretability of bilinear models. The method is intended to provide better predictive ability and improved stability for regression models. |
| Referanse |
Høy, M., Westad, F., Martens, H. 2002. Combining bilinear modeling and ridge regression. Journal of Chemometrics, Vol 16, 6, pp 313-318. |