Projection Pursuit Regression

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