Nm. Faber, The price paid for the second-order advantage when using the generalized rank annihilation method (GRAM), J CHEMOMETR, 15(9), 2001, pp. 743-748
In a ground-breaking paper, Linder and Sundberg developed a statistical fra
mework for the calibration of bilinear data (Chemometrics Intell. Lab. Syst
. 1998; 42: 159-178). Within this framework they formulated three different
predictor construction methods (J. Chemometrics accepted), namely a so-cal
led naive method, a least squares (LS) method and a refined version of the
latter that takes account of the calibration uncertainty. They showed that
the naive method is statistically less efficient than the others under the
assumption of white noise. In the current work a close relationship is esta
blished between the generalized rank annihilation method (GRAM) and the nai
ve method by comparing expressions for prediction variance. The main conclu
sion is that the relatively poor efficiency of GRAM is the price one pays f
or obtaining the second-order advantage with a single calibration sample. C
opyright (C) 2001 John Wiley & Sons, Ltd.