We substitute weighted sum of squares for sum of squares what filter eigenvalue's method, which is obviously amended the systemic error, and greatly raised the precision of model in principal regression; 在主成分回归中我们采用主成分的加权残差平方和来替代仅用残差平方和来筛选特征值的方法,明显改善了系统的误差,使得模型的精确度有了较大的提高;
Methods Based on penalized least squares, the penalized weighted sum of squares is set up. The choice of smoothing parameter can be obtained automatically by using generalized cross-validation score and equation set can be solved. 方法利用最小惩罚二乘原理构造加权惩罚平方和,通过广义交互有效得分函数自动选择光滑参数值,用直接法求解方程组。