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Morris, John D.; Huberty, Carl J. – Multivariate Behavioral Research, 1987
The cross-validated classification accuracies of three predictor weighting strategies (least squares, ridge regression, and reduced rank) were compared under varying simulated data conditions for the two-group classification problem. Results were somewhat similar to previous findings with multiple regression when absolute rather than relative…
Descriptors: Algorithms, Multiple Regression Analysis, Predictor Variables, Simulation
Morris, John D. – 1986
An empirical method called Predicted Error Sum of Squares (PRESS) is advanced and studied. This method is used to examine the cross-validated prediction accuracies of some popular algorithms for weighted predictor variables. The weighting methods that were considered were ordinary least squares, ridge regression, regression on principal…
Descriptors: Algorithms, Least Squares Statistics, Measurement Techniques, Minicomputers