Adaptive partial least squares estimation addressing heteroscedasticity and multicollinearity: a Monte Carlo simulation evidence

In this article, we proposed an adaptive partial least squares (APLS) estimator when a high dimensional or multivariate linear regression model has the problems of multicollinearity and heteroscedastic errors. The APLS estimator works as a dimension reduction tool which makes the design matrix ortho...

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Bibliographic Details
Published inCommunications in statistics. Simulation and computation Vol. 54; no. 6; pp. 1578 - 1586
Main Authors Khurram, Haris, Aslam, Muhammad
Format Journal Article
LanguageEnglish
Published Taylor & Francis 03.06.2025
Subjects
Adaptive estimator
Bootstrap
Kernel estimate
Partial least square (PLS)
Standard errors
Online AccessGet full text
ISSN0361-0918
1532-4141
DOI10.1080/03610918.2023.2289356

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