Response to 'Comments on construction of confidence intervals in connection with partial least squares'

Authors
Citation
Nm. Faber, Response to 'Comments on construction of confidence intervals in connection with partial least squares', J CHEMOMETR, 14(4), 2000, pp. 363-369
Citations number
15
Categorie Soggetti
Spectroscopy /Instrumentation/Analytical Sciences
Journal title
JOURNAL OF CHEMOMETRICS
ISSN journal
08869383 → ACNP
Volume
14
Issue
4
Year of publication
2000
Pages
363 - 369
Database
ISI
SICI code
0886-9383(200007/08)14:4<363:RT'OCO>2.0.ZU;2-N
Abstract
Recently, Denham, Phatak and co-workers, and Faber and Kowalski have propos ed local linearization to obtain prediction intervals when partial least sq uares has been used as estimation method. This approach has been criticized by Morsing and Ekman to ignore bias in the regression coefficient estimate s (J. Chemometrics 1998; 12: 295-299), This response shows that, in contras t with Morsing and Ekman's claims, considerable attention has been paid to bias in the original work. In addition, it is explained that in typical che mometrics applications (inverse calibration of, for example, near-infrared spectroscopic data) bias is likely to be small, which implies that the orig inal local linearization approach is potentially useful in practice. Finall y, a method is proposed to include non-negligible bias in the regression co efficient estimates in the prediction intervals. Copyright (C) 2000 John Wi ley gr Sons, Ltd.