PREDICTIVE ABILITY OF REGRESSION-MODELS .1. STANDARD-DEVIATION OF PREDICTION ERRORS (SDEP)

被引：120

作者：

CRUCIANI, G ^{[1
]}

BARONI, M ^{[1
]}

CLEMENTI, S ^{[1
]}

COSTANTINO, G ^{[1
]}

RIGANELLI, D ^{[1
]}

SKAGERBERG, B ^{[1
]}

机构：

[1] UNIV PERUGIA,DIPARTIMENTO CHIM,CHEMIOMETRIA LAB,VIA ELCE SOTTO 10,I-06100 PERUGIA,ITALY

来源：

JOURNAL OF CHEMOMETRICS | 1992年 / 6卷 / 06期

关键词：

PREDICTIVE ABILITY; REGRESSION; PLS; SDEP; CROSS-VALIDATION;

D O I：

10.1002/cem.1180060604

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The 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.

引用

页码：335 / 346

页数：12

共 33 条

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