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.
Keywords
Projection pursuitMathematicsProper linear modelRegressionNonparametric regressionStepwise regressionLinear regressionRegression analysisProjection (relational algebra)Regression diagnosticMetric (unit)Nonparametric statisticsInterpretation (philosophy)StatisticsPolynomial regressionComputer scienceAlgorithm
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Publication Info
- Year
- 1981
- Type
- article
- Volume
- 76
- Issue
- 376
- Pages
- 817-823
- Citations
- 2083
- Access
- Closed
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Cite This
Jerome H. Friedman,
Werner Stuetzle
(1981).
Projection Pursuit Regression.
Journal of the American Statistical Association
, 76
(376)
, 817-823.
https://doi.org/10.1080/01621459.1981.10477729
Identifiers
- DOI
- 10.1080/01621459.1981.10477729