OUTPUT FROM THE PLS MODEL AND ITS FITTING
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Output from the PLS procedure can be selected using the following settings of
the PRINT option.
data the unscaled data values (with labels).
xloadings X-component loadings (columns of the matrix W - see above).
yloadings variable loadings for the bilinear model of the matrix of
dependent variables. Note that these are standardized to unit
length and are not the same as the columns of the matrix Q
above. To obtain Q form the matrix C, whose columns are the
standardized loadings and post-multiply by the diagonal
matrix supplied as the output parameter B.
ploadings variable loadings for the bilinear model of the matrix of
independent variables (columns of the matrix P - see above).
scores X and Y component scores. The X component scores are the
columns of the matrix T and are mutually orthogonal. The Y
component scores, usually given the symbol u, are not in
fact needed in the calculation of the PLS model unless an
iterative algorithm is used (see method section). They are
provided here for completeness, as sometimes it is useful to
plot the Y component scores against the X component scores
to give a visual indication of the degree of fit for each
PLS dimension.
leverage measure of leverage.
xerrors residual sum of squares and residual standard deviations for
all the independent variables. When NGROUPS>1 additional
statistics are calculated from the cross-validated residuals,
derived when each object is left out. The PRESS value
is equal to the sum of squares of cross-validated standard
deviations for each X variable multipled by N-1, where N is
the total number of observations. The cross-validated
standard deviations may therefore be used to measure the
predictive ability of the model for each of the variables.
yerrors residual sum of squares and residual standard deviations for
all the dependent variables (see xerrors above).
scree scree diagram of PRESS.
xpercent percentage variance explained for the X variables.
ypercent percentage variance explained for the Y variables.
predictions predicted values for any observations that were not included
in the PLS model but were supplied using the XPREDICT
parameter.
groups details of groupings used for cross-validation.
estimates estimated PLS regression coefficients.
fittedvalues fitted values from the PLS regressions.
The default settings are estimates, xpercent, ypercent, scores, xloadings,
yloadings, ploadings.
Partial Least Squares Regression 27.2.96 Page : 15c of 16
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