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PLS works
University of Copenhagen.
Linköpings universitet, Matematiska institutionen, Beräkningsvetenskap. Linköpings universitet, Tekniska högskolan.ORCID-id: 0000-0003-2281-856X
2009 (engelsk)Inngår i: Journal of Chemometrics, ISSN 0886-9383, E-ISSN 1099-128X, Vol. 23, nr 1-2, s. 69-71Artikkel i tidsskrift (Fagfellevurdert) Published
Abstract [en]

In a recent paper, claims were made that most current implementations of PLS provide wrong and misleading residuals [1]. In this paper the relation between PLS and Lanczos bidiagonalization is described and it is shown that there is a good rationale behind current implementations of PLS. Most importantly, the residuals determined in current implementations of PLS are independent of the scores used for predicting the dependent variable(s). Oppositely, in the newly suggested approach, the residuals are correlated to the scores and hence may be high due to variation that is actually used for predicting. It is concluded that the current practice of calculating residuals be maintained.

sted, utgiver, år, opplag, sider
2009. Vol. 23, nr 1-2, s. 69-71
Emneord [en]
PLS, NIPALS, Lanczos bidiagonalization
HSV kategori
Identifikatorer
URN: urn:nbn:se:liu:diva-17507DOI: 10.1002/cem.1177OAI: oai:DiVA.org:liu-17507DiVA, id: diva2:209893
Tilgjengelig fra: 2009-03-27 Laget: 2009-03-27 Sist oppdatert: 2017-12-13

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