Research

Partial Least Squares Estimator for Single-index Models
Journal of the Royal Statistical Society, 2000

The partial least squares (PLS) approach first constructs new explanatory variables, known as factors (or components), which are linear combinations of available predictor variables. A small subset of these factors is then chosen and retained for prediction.

Professors Prasad Naik and Chih-Ling Tsai study the performance of PLS in estimating single-index models, especially when the predictor variables exhibit high collinearity. The authors show that PLS estimates are consistent up to a constant of proportionality. They present three simulations studies that compare the performance of PLS in estimating single-index models with that of sliced inverse regression (SIR).

Commands

Twitter Feed

Loading tweets...

Spotlight Story

Andrew Barkett Finds Innovative Ways to Fuel Entrepreneurship
Named First-ever Chief Technology Officer for Republican National Committee

Image of Andrew Barkett Finds Innovative Ways to Fuel Entrepreneurship

UPDATE: Andrew Barkett is leaving his post as senior engineer at Facebook to bring his decade of experience in Silicon Valley to become the first-ever chief technology officer for the Republican National Committee.The June 4 announcement has stirred a whirlwind of media coverage, including the Huffington Post and Washington Post.Bark

Spotlight Story

MBA Student Consultants Make an IMPACT
Projects Put Business Needs Front and Center

Image of MBA Student Consultants Make an IMPACT

Agilent Technologies’ Electronic Measurement Group is a $3.6 billion business that over the past decade has seen a dramatic shift in its customer base from U.S., and Western European customers to predominantly Asia-based customers. Today, the majority of the division’s revenues are generated outside of the U.S., with an increasing concentration in China.

Spotlight Story

UC Davis Part-Time MBA in Top 8%, Full-Time MBA in Top 9%
U.S. News & World Report’s latest rankings: This marks the 19th consecutive year our MBA program has been ranked among the best in the nation.

Image of  UC Davis Part-Time MBA in Top 8%, Full-Time MBA in Top 9%

(Davis, CA) — The UC Davis Graduate School of Management’s full-time MBA program has been ranked among the top six percent of AACSB International-accredited programs nationwide, according to U.S. News & World Report’s latest graduate business school rankings released today.

Spotlight Story

Mark Otero MBA 07 Builds Sacramento’s Coolest Company
The secret of social gaming mogul Mark Otero’s success is taking things to the extreme

Image of Mark Otero MBA 07 Builds Sacramento’s Coolest Company

The secret of Midtown Sacramento’s Facebook gaming mogul Mark Otero’s success is taking things to the extreme.