A mathematical description of Partial Least Squares (PLS)?

Asked Aug 07 '16 at 19:27

Active Aug 07 '16 at 19:38

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I have read many articles about PLS, but I could not understand the mathematical description yet. I know that it is quite similar to principal component regression (PCR), except that it takes into account the direction of the response variable.

Could you please provide for me a simple mathematical explanation e.g the formula and coefficient estimates form?

edited Aug 07 '16 at 19:38

Silverfish

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asked Aug 07 '16 at 19:27

Peter Smith

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We already have a thread on Theory behind partial least squares regression. I think this question largely duplicates that one. If that doesn't adequately answer your question, perhaps you can edit this to make clear what is distinctive about your request? – Silverfish Aug 07 '16 at 19:40

A mathematical description of Partial Least Squares (PLS)?

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