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Wiley Interdisciplinary Reviews: Computational Statistics 1 2
"... Partial least squares, Projection to latent structures, Principal component analysis, multicollinearity, Singular value decomposition ..."
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Partial least squares, Projection to latent structures, Principal component analysis, multicollinearity, Singular value decomposition
Chapter 23 Partial Least Squares Methods: Partial Least Squares Correlation and Partial Least Square Regression
"... Partial least square (PLS) methods (also sometimes called projection to latent structures) relate the information present in two data tables that collect measurements on the same set of observations. PLS methods proceed by deriving latent variables which are (optimal) linear combinations of the vari ..."
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Partial least square (PLS) methods (also sometimes called projection to latent structures) relate the information present in two data tables that collect measurements on the same set of observations. PLS methods proceed by deriving latent variables which are (optimal) linear combinations of the variables of a data table. When the goal is to find the shared information between two tables, the approach is equivalent to a correlation problem and the technique is then called partial least square correlation (PLSC) (also sometimes called PLSSVD). In this case there are two sets of latent variables (one set per table), and these latent variables are required to have maximal covariance. When the goal is to predict one data table the other one, the technique is then called partial least square regression. In this case there is one set of latent variables (derived from the predictor table) and these latent variables are required to give the best possible prediction. In this paper we present and illustrate PLSC and PLSR and show how these descriptive multivariate analysis techniques can be extended to deal with inferential questions by using crossvalidation techniques such as the bootstrap and permutation tests.