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于 2015-04-21 发布 文件大小:3KB
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说明:  它主要研究的是多因变量对多自变量的回归建模,特别当各变量内部高度线性相关时,用偏最小二乘回归法更有效。另外,偏最小二乘回归较好地解决了样本个数少于变量个数等问题。 偏最小二乘法是集主成分分析、典型相关分析和多元线性回归分析3种分析方法的优点于一身。它与主成分分析法都试图提取出反映数据变异的最大信息,但主成分分析法只考虑一个自变量矩阵,而偏最小二乘法还有一个“响应”矩阵,因此具有预测功能。(It is mainly a result of the study is a multi-variable regression modeling and more independent variables, especially when the internal height of each variable linear correlation, partial least squares regression method is more effective. In addition, partial least squares regression solves the number of samples is less than the number of variables and other issues. Partial least squares method is a set of principal component analysis, canonical correlation analysis and multiple linear regression analysis of the advantages of the three methods in one. It is the principal component analysis are trying to extract the maximum information reflects data variability, but the principal component analysis considers only one independent variable matrix, and partial least squares and a " response" matrix, predictive capabilities.)

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