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RE: st: RE: Chemometrics functions


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Chemometrics functions
Date   Mon, 16 Dec 2002 18:45:15 -0000

James Hardy
> 
> On 12/16/02 1:16 PM, "Nick Cox" <n.j.cox@durham.ac.uk> 
> possibly may have written:
> 
> > I don't know about partial least squares.
> > I dimly recall one user-programmer getting
> > interested in it some years ago, but I won't
> > name names just in case the project got
> > nowhere, or was private, or I'm mistaken.
> > 
> > You get principal components from -factor-.
> > It would be easy enough to automate putting
> > them into a regression. On the other hand,
> > it may be that there is more to principal
> > components regression than calculating PCs
> > and using them as predictors in a regression,
> > which is what I'm assuming.
> > 

> 
> For PCR, the major difference would be having the ability 
> to develop an
> optimum model using cross validation.
> 

Yes; I wrote that with probability 1. 

The cross-validation I think you would need 
to write yourself. 

Nick 
n.j.cox@durham.ac.uk 
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