In partial least squares (PLS), I have multiple variables in X and only one variable in Y. If I only choose one PLS component to use for the PLS model, can I assume that this PLS component is in the same direction as the single Y variable?
As shown in the picture below, if there are 2 variables in Y, and 2 PLS components are selected, the below picture is the "loading scatter plot" (or "biplot"?). So either variable "C" or "M" is not in the same direction as PLS component 1 or 2.
So I wonder if there is only 1 variable in Y, and only 1 PLS component is used for the model, then if this Y variable will fall onto the PLS component direction?
