A New Approach to Robust Partial Least Squares Regression Analysis
Journal Title: INTERNATIONAL JOURNAL OF MATHEMATICS TRENDS AND TECHNOLOGY - Year 2014, Vol 9, Issue 3
Abstract
Partial Least Squares Regression (PLSR) is a linear regression technique developed to relate many independent variables to one or several dependent variables. Robust methods are introduced to reduce or remove the effects of outlying data points. In the previous studies in robust PLSR field it has been mentioned that if the sample covariance matrix is properly robustified further robustification of the linear regression steps of the PLS1 algorithm (PLSR with univariate dependent variable) becomes unnecessary. Therefore, the purpose of this study is to propose a new approach to robust PLSR based on statistical procedures for covariance matrix robustification by selecting the well-known S-estimators. Both simulation results and an analysis on a real data set, which is used in robust PLSR literature frequently, showing the effectiveness, success in fitting to regular data points and predictive power of the new proposed robust PLSR method.
Authors and Affiliations
Esra Polat , Suleyman Gunay
Keywords
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