Supervised component generalized linear regression using a PLS-extension of the Fisher scoring algorithm

Component-based Generalized Linear Regression using a PLS-extended variant of the Fisher scoring algorithm

In the current estimation of a GLM model, the correlation structure of regressors is not used as the basis on which to lean strong predictive dimensions. Looking for linear combinations of regressors that merely maximize the likelihood of the GLM has two major consequences: 1) collinearity of regressors is a factor of estimation instability, and 2) as predictive dimensions may lean on noise, bo...

SCGLR - An R Package for Supervised Component Generalized Linear Regression

The objective of this paper is to present an R package, SCGLR, implementing a new PLS regression approach in the multivariate generalized linear framework. The method allows the joint modeling of random variables from different exponential family distributions, searching for common PLS-type components. We discuss several of the functions in the package focusing in particular on the two main one...

PLS generalised linear regression

PLS univariate regression is a model linking a dependent variable y to a set X= {x1; : : : ; xp} of (numerical or categorical) explanatory variables. It can be obtained as a series of simple and multiple regressions. By taking advantage from the statistical tests associated with linear regression, it is feasible to select the signi6cant explanatory variables to include in PLS regression and to ...

PLS generalized linear regression Application to the analysis of life time data

Problems encountered in multiple regression due to multicolinearity or missing data can be overcome by using PLS regression. Several versions of the PLS regression algorithm exist. In this paper, we present a new version of this algorithm which can be extended to generalized linear regression models such as ordinal or multinomial logistic regression, generalized linear models, and Cox regressio...

On Solving Linear Diophantine Systems Using Generalized Rosser's Algorithm