he standard deviation of prediction errors (SDEP) is used to evaluate and compare the predictive ability of some regression models, namely MLR, ACE and linear and non-linear PLS, the last being the best one. The parameter is determined by a cross-validation approach as an average of several runs obtained on forming groups in a random way. The variation in SDEP with the number of latent variables in PLS is also discussed.

Predictive ability of regression models. Part I: Standard Deviation of Prediction Errors (SDEP) / G. Cruciani; M. Baroni; S. Clementi; G. Costantino; D. Riganelli; B. Skagerberg. - In: JOURNAL OF CHEMOMETRICS. - ISSN 0886-9383. - 6(1992), pp. 335-346. [10.1002/cem.1180060604]

Predictive ability of regression models. Part I: Standard Deviation of Prediction Errors (SDEP)

COSTANTINO, Gabriele;
1992

Abstract

he standard deviation of prediction errors (SDEP) is used to evaluate and compare the predictive ability of some regression models, namely MLR, ACE and linear and non-linear PLS, the last being the best one. The parameter is determined by a cross-validation approach as an average of several runs obtained on forming groups in a random way. The variation in SDEP with the number of latent variables in PLS is also discussed.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11381/2437126
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