Nm. Faber, Response to 'Comments on construction of confidence intervals in connection with partial least squares', J CHEMOMETR, 14(4), 2000, pp. 363-369
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.