A Survey of Partial Least Squares (PLS) Methods, with Emphasis on the Two-Block Case (2000)
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@TECHREPORT{Wegelin00asurvey,
author = {Jacob A. Wegelin},
title = {A Survey of Partial Least Squares (PLS) Methods, with Emphasis on the Two-Block Case},
institution = {},
year = {2000}
}
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Abstract
Partial Least Squares (PLS) is a class of techniques for modeling the association between blocks of observed variables by means of latent variables. Originated by Herman Wold in the 1970's, PLS is important in many scientific disciplines, including psychology, economics, chemistry, medicine and the pharmaceutical sciences, and process modelling (Rannar et al. [10]). PLS has many variants. The algorithm can be run in two modes, called A and B. It can be applied to data that are divided into two or more blocks. The general algorithm due to Wold can be followed, or it can be modified. Wold stated his general algorithm in terms different from those customarily used by statisticians. In the current work the algorithm is placed into a more familiar notation, and the two-block case is discussed. Canonical two-block Mode A PLS (PLS-C2A) is stated. Its properties, and the properties of the coefficients it computes, are examined in detail. In particular PLS-C2A is shown to be a special case of Wold's ...
