O'Reilly logo

Discovering Partial Least Squares with JMP by Marie Gaudard, Ian Cox

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

1Appendix: Technical Details

Ground Rules

The Singular Value Decomposition of a Matrix

Definition

Relationship to Spectral Decomposition

Other Useful Facts

Principal Components Regression

The Idea behind PLS Algorithms

NIPALS

The NIPALS Algorithm

Computational Results

Properties of the NIPALS Algorithm

SIMPLS

Optimization Criterion

Implications for the Algorithm

The SIMPLS Algorithm

More on VIPs

The Standardize X Option

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), ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required