Abstract
Faber and Kowalski recently proposed a method to calculate confidence regions for the regression coefficients in a linear model when partial least squares (PLS) has been used as an estimation method (J. Chemometrics, 11, 181 (1997)). In this short communication we show that the proposed confidence regions fail to have the correct coverage probability. The reason for this is that the PLS estimator is generally biased, whereas the method proposed by Faber and Kowalski requires an unbiased estimator. Similar objections made against PLS also apply to the second regression method mentioned by Faber and Kowalski, principal component regression (PCR). © 1998 John Wiley & Sons, Ltd.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
