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Jul 9, 2016 10:35 PM
(1440 views)

Hi everyone,

I was going through the basic example of baltic .jmp (spectral data) given on the link "Example of Partial Least Squares".

after selecting number of factors in jmp and analyse it, several reports are generated. To my understanding NUMBER OF LATENT FACTORS are related to those variables (out of 27 in this example) which explain most of variance. If that is true then, how to identify positions/names of those variables (from v1 to v27 in this case).

Regards,

Khan.

3 REPLIES

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Jul 10, 2016 3:39 AM
(1355 views)

Given that PLS is a multivariate approach that relies ultimately on **correlations** between variables, there is some debate about how, or even if, it should be used for variable selection (pricking an 'active subset' of v1 to v27 in this case). In PLS each X variable plays a dual role (for both dimensionality reduction and regression), and the 'VIP vs Coefficients' plots show this. So if you do want to try what you suggest, this might be a reasonable place to start.

There are many more details here, or in other books on PLS.

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Jul 11, 2016 7:18 AM
(1355 views)

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Jul 12, 2016 9:17 AM
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