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To most applied statisticians, a fitting procedure’s degrees of freedom is synonymous with its model complexity, or its capacity for overfitting to data. In particular, it is often used to parameteriz...
The Degrees of Freedom of Partial Least Squares Regression
regression model selection Partial Least Squares Degrees of Freedom
2010/3/10
The derivation of statistical properties for Partial Least Squares regression
can be a challenging task. The reason is that the construction of latent compo-
nents from the predictor variables also ...