PLS2 NIPALS Root Mean Square PRESS

MarginOfWildcat — Thu, 16 Jul 2026 15:47:18 GMT

1. How to get PRESS values in JMP when using PLS2 NIPALS and Leave out One data ?

2. When finding RMS PRESS using hand written code I get matching answers for toy problems using (n-1)*k as averaging factor where n is no. of observations and y is number of responses.

3. But in large problems like Baltic or Gasoline the RMS PRESS was not matching with handwritten code. But coefficients of the model are matching exactly.

So I require PRESS values and approach followed in JMP for finding RMS PRESS.

Thank you

Dr. Kannan A.

IIT Madras

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PLS2 NIPALS Root Mean Square PRESS