ScholarLens Back to search
2000•Journal of the Royal Statistical Society Series B (Statistical Methodology)Open access

The Peculiar Shrinkage Properties of Partial Least Squares Regression

Neil A. Butler, Michael C. Denham

Open full text 73 citations

Abstract

Summary 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.

Open-access reader

About this research paper

What this paper is about

Summary 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.

Why it matters

OpenAlex reports 73 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

Summary 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.

Key concepts: Partial least squares regression, Shrinkage, Principal component regression, Regression, Ordinary least squares, Regression analysis, Total least squares, Statistics

Related papers

Related paper 1Related paper 2Related paper 3
Back to paper searchBrowse research topicsOriginal source
The Peculiar Shrinkage Properties of Partial Least Squares Regression — Research Paper | ScholarLens