Influence function analysis for partial least squares with uncorrelated components
Authors:
Kjell Johnson a;
William Rayens b
| Affiliations: | a Pfizer Inc., Michigan Laboratories, Ann Arbor, MI, USA |
| b Department of Statistics, University of Kentucky, Lexington, KY, USA |
DOI:
10.1080/02331880500356564
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
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Abstract
Influence theory has been studied extensively in multivariate analysis and detailed results are available for a host of multivariate techniques, including principal components, canonical correlations, and linear discrimination. In this article, the first such results are derived for partial least squares (PLS). In particular, classical perturbation theory is employed to produce theoretical and empirical influence functions for PLS under the constraint of uncorrelated scores. These influence functions are carefully interpreted and then applied to a protein analysis problem.
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| Keywords: Partial least squares; Influence function; Empirical influence function |
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