IMPLEMENTING PLS FOR DISTANCE-BASED REGRESSION: COMPUTATIONAL ISSUES

Distance-based regression allows for a neat implementation of the Partial Least Squares recurrence. In this paper we address practical issues arising when dealing with moderately large datasets (n ~ 104) such as those typical of automobile insurance premium calculations.

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Year of publication:	2006-05
Authors:	Boj, Eva ; Grane, Aurea ; Fortiana, Josep ; Claramunt, M. Merce
Institutions:	Departamento de Estadistica, Universidad Carlos III de Madrid

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Extent:	application/pdf
Series:	Statistics and Econometrics Working Papers.
Type of publication:	Book / Working Paper
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005249617