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Publication Detail
A linearization method for partial least squares regression prediction uncertainty
  • Publication Type:
    Journal article
  • Publication Sub Type:
  • Authors:
    Zhang Y, Fearn T
  • Publication date:
  • Journal:
    Chemometrics and Intelligent Laboratory Systems
  • Status:
  • Keywords:
    multivariate calibration, partial least squares regression, mean squared prediction error, linearization, parametric bootstrap
We study a local linearization approach put forward by Romera to provide an approximate variance for predictions in partial least squares regression. We note and correct some problems with the original formulae, study the stability of the resulting approximation using some simulations, and suggest an alternative method of computation using a parametric bootstrap. The alternative method is more stable than the algebraic approximation and is faster when the number of predictors is large.
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