The Impact of Bootstrap on PCR and PLS Predictive Accuracy under Multicollinearity and Small Sample Sizes: A Simulation Study
In this paper, we study how resampling affects the predictive accuracy of principal component regression (PCR) and partial least squares (PLS) models in the presence of small samples and multicollinearity. Monte Carlo simulations were carried out with 500 iterations by drawing 500 bootstrap samples per iteration. For t...