Predictive ability of regression models. Part I: Standard deviation of prediction errors (SDEP)

Authors
Gabriele Cruciani, Massimo Baroni, Sergio Clementi, Gabrielle Costantino, Daniela Riganelli and Bert Skagerberg
Published
1992
DOI
10.1002/cem.1180060604
Citation
Cruciani et al.: "Predictive ability of regression models. Part I: Standard deviation of prediction errors (SDEP)", Journal of Chemometrics, 6, 335-346, 1992.
Abstract
The standard deviation of prediction errors (SDEP) is used to evaluate and compare the predictive ability of some regression models, namely MLR, ACE and linear and non-linear PLS, the last being the best one. The parameter is determined by a cross-validation approach as an average of several runs obtained on forming groups in a random way. The variation in SDEP with the number of latent variables in PLS is also discussed.
Tags