Resource title

Latent Factor Prediction Pursuit for Rank Deficient Regressors

Resource image

image for OpenScout resource :: Latent Factor Prediction Pursuit for Rank Deficient Regressors

Resource description

In simulation studies Latent Factor Prediction Pursuit outperformed classical reduced rank regression methods. The algorithm described so far for Latent Factor Prediction Pursuit had two shortcomings: It was only implemented for situations where the explanatory variables were of full colum rank. Also instead of the projection matrix only the regression matrix was calculated. These problems are addressed by a new algorithm which finds the prediction optimal projection.

Resource author

Karsten Luebke, Irina Czogiel, Claus Weihs

Resource publisher

Resource publish date

Resource language

eng

Resource content type

text/html

Resource resource URL

http://hdl.handle.net/10419/22588

Resource license

Adapt according to the presented license agreement and reference the original author.