NIPALS

Principal Components Regression: Part 3 – The NIPALS Algorithm

Principal Components Regression: Recap of Part 2 Recall that the least squares solution to the multiple linear problem is given by (1) And that problems occurred finding when the matrix (2) was close to being singular. The Principal Components Regression approach to addressing the problem is to replace in equation (1) with a better conditioned approximation. This approximatio...
Read More
Top