
doi: 10.1111/rssb.12018
SummaryWe build connections between envelopes, a recently proposed context for efficient estimation in multivariate statistics, and multivariate partial least squares (PLS) regression. In particular, we establish an envelope as the nucleus of both univariate and multivariate PLS, which opens the door to pursuing the same goals as PLS but using different envelope estimators. It is argued that a likelihood-based envelope estimator is less sensitive to the number of PLS components that are selected and that it outperforms PLS in prediction and estimation.
Linear regression; mixed models, SIMPLS algorithm, dimension reduction, Estimation in multivariate analysis, partial least squares, envelope models, envelopes, maximum likelihood estimation
Linear regression; mixed models, SIMPLS algorithm, dimension reduction, Estimation in multivariate analysis, partial least squares, envelope models, envelopes, maximum likelihood estimation
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