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Implementing Pls For Distance-Based Regression: Computational Issues

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Author Info
Eva Boj ()
Aurea Grane ()
Josep Fortiana ()
M. Merce Claramunt
Abstract

Distance-based regression allows for a neat implementation of the Partial Least Squares recurrence. In this paper we address practical issues arising when dealing with moderately large datasets (n ~ 104) such as those typical of automobile insurance premium calculations.

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Paper provided by Universidad Carlos III, Departamento de Estadística y Econometría in its series Statistics and Econometrics Working Papers with number ws063514.

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Date of creation: May 2006
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Handle: RePEc:cte:wsrepe:ws063514

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