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| PREDICTIVE ABILITY OF REGRESSION MODELS.PART Ⅰ:STANDARD DEVIATION OF PREDICTION ERRORS (SDEP) | |
| 作者姓名： | GABRIELECRUCIANI MASSIMOBARONI SERGIOCLEMENTI GABRIELLECOSTANTINO DANIELARIGANELLI BERTSKAGERBERG |
| 摘 要： | The standard deviation of prediction errors(SDEP)is used to evaluate and compare the predictive abilityof some regression models,namely MLR,ACE and linear and non-linear PLS,the last being the bestone.The parameter is determined by a cross-validation approach as an average of several runs obtainedon forming groups in a random way.The variation in SDEP with the number of latent variables in PLSis also discussed. |
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