SEARCH

SEARCH BY CITATION

Keywords:

  • Ordinary least squares;
  • Partial least squares;
  • Principal components;
  • Regularized regression;
  • Ridge regression

Partial least squares regression has been widely adopted within some areas as a useful alternative to ordinary least squares regression in the manner of other shrinkage methods such as principal components regression and ridge regression. In this paper we examine the nature of this shrinkage and demonstrate that partial least squares regression exhibits some undesirable properties.