This article includes a list of references, related reading, or external links, but its sources remain unclear because it lacks inline citations. (November 2010) |
In statistics, projection pursuit regression (PPR) is a statistical model developed by Jerome H. Friedman and Werner Stuetzle that extends additive models. This model adapts the additive models in that it first projects the data matrix of explanatory variables in the optimal direction before applying smoothing functions to these explanatory variables.