This article deals with multiple linear functional relationships models. Two robust estimations procedure are proposed to estimate the model, based on Generalized Maximum Entropy and Partial Least Square. They are distribution free and do not rely (so much) on classical assumptions. The experiments showed that the GME approach outperforms the PLS in terms of mean squares of errors (MSE). Empirical examples are studied.
Al-Nasser, Amjad D.
"Estimation Of Multiple Linear Functional Relationships,"
Journal of Modern Applied Statistical Methods:
1, Article 22.
Available at: http://digitalcommons.wayne.edu/jmasm/vol3/iss1/22