Projection Pursuit Regression

1981/12/01 by Jerome H. Friedman, Werner Stuetzle · 12 citations
Engineering · Mathematics · #Advanced Statistical Methods and Models #Algorithm #Computer science #Control Systems and Identification #Interpretation (philosophy) #Linear regression #Mathematics #Metric (unit) #Nonparametric regression #Nonparametric statistics #Polynomial regression #Projection (relational algebra) #Projection pursuit #Proper linear model #Regression #Regression analysis #Regression diagnostic #Statistical Methods and Inference #Statistics #Stepwise regression

paper · doi:10.1080/01621459.1981.10477729

openalex publication_date 1981/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/29

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.

Citations

• Robust Locally Weighted Regression and Smoothing Scatterplots
• An Automatic Method for Finding the Greatest or Least Value of a Function
• Consistent Nonparametric Regression

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