Projection Pursuit Regression

Jerome H. Friedman; Werner Stuetzle

doi:10.2307/2287576

Abstract

Abstract A new method for nonparametric multiple regression is presented. The procedure models the regression surface as a sum of general smooth functions of linear combinations of the predictor variables in an iterative manner. It is more general than standard stepwise and stagewise regression procedures, does not require the definition of a metric in the predictor space, and lends itself to graphical interpretation. Key Words: Nonparametric regressionSmoothingProjection pursuitSurface approximation

Keywords

Projection pursuitMathematicsNonparametric regressionNonparametric statisticsRegressionStepwise regressionProper linear modelRegression analysisLinear regressionMetric (unit)Projection (relational algebra)Regression diagnosticInterpretation (philosophy)Local regressionStatisticsPolynomial regressionComputer scienceAlgorithm

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Publication Info

Year: 1981
Type: article
Volume: 76
Issue: 376
Pages: 817-817
Citations: 473
Access: Closed

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APA Style

                            
                                    Jerome H. Friedman, 
                                
                                    Werner Stuetzle
                                
                            (1981). 
                            Projection Pursuit Regression. 
                            Journal of the American Statistical Association
                            , 76
                            (376)
                            , 817-817.
                            https://doi.org/10.2307/2287576

Identifiers

DOI: 10.2307/2287576