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…

A non-linear version of redundancy analysis is introduced. The technique is called REDUNDALS. It is implemented within the computer program for canonical correlation analysis called CANALS. The REDUNDALS algorithm is of an alternating least square (ALS) type. The technique is defined as minimization of a squared distance between criterion…