1Appendix: Technical Details
The Singular Value Decomposition of a Matrix
Relationship to Spectral Decomposition
Principal Components Regression
The Idea behind PLS Algorithms
Properties of the NIPALS Algorithm
Implications for the Algorithm
Determining the Number of Factors
Cross Validation: How JMP Does It
Ground Rules
The discussion in this appendix will assume a working knowledge of matrix algebra. There are many excellent references.
Many authors distinguish between PLS1 models (where each Y is modeled separately) and PLS2 models (where the Y s are modeled jointly), ...
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