The problem I had was that I was still getting a non-zero Intercept Coefficient under “Model Coefficients for Original Data” even if I checked No Intercept. (I did get a zero Intercept Coefficient under “Model Coefficients for Scaled Data.) I found that if I uncheck the “Centering” box when selecting [Personality: Partial Least Squares] it will then give me the desired zero for the Intercept Coefficient under “Model Coefficients for Original Data.”