[MB09] Using partial least squares regression in lifetime analysis

Conférence Internationale avec comité de lecture : Seventh Scientific Meeting of the CLAssification and Data Analysis Group of the Italian Statistical Society UniversitÃƒ di Catania (Italy) , September 2009, pp.573-576,

Auteurs: I. Medimag , S. Benammou

motcle:

Résumé: Abstract The problems of multicolinearity and right censoring in multivariate linear regression are considered by using Mean imputation combined with the Partial Least Squares (PLS) methodology. The main purpose of this paper is to investigate the performance of PLS regression in the context of Financial Ratios where these ratios are strongly correlated. We show in this paper that ignoring the right censoring from data can cause a bias. The methodology is illustrated using a data set pertaining to some Small and Medium-sized firms. The PLS regression model with right censored provide satisfactory results in predicting lifetime until the first time failure event occurrence of Tunisian Small and Medium-sized firms. Keywords: Lifetime analysis; PLS regression; multicolinearity; Right censoring

Equipe: msdma

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BibTeX

@inproceedings {
	MB09,
	title	=	"{Using partial least squares regression in lifetime analysis}",
	author	=	" I. Medimag and S. Benammou ",
	booktitle	=	"{Seventh Scientific Meeting of the CLAssification and Data Analysis Group of the Italian Statistical Society UniversitÃƒ di Catania (Italy) }",
	year	=	2009,
	month	=	"September",
	pages	=	"573-576",
}