What does zero factors mean in PLS cross validation?

[#1]

PLS newbie here using JMP Pro 16. I have been using Kfold cross validation to select the number of factors in a PLS analysis. The table that results (Root Mean Press vs number of factors) begins with number of factors of 0. What does using zero number of factors mean? How can a PLS analysis be performed with zero factors?

Steve

[#2]

Here is an example of the report:

[#3]

The NIPALS method is iterative. It extracts one factor at a time. The first row represents the data itself. Subsequent rows represent the residuals after a factor has been extracted. See the statistical details for PLS.

[#4]

Thanks for the reply Mark. So "zero factors" uses the original input data columns (X values) as "factors" (all of them)? If so, is this the equivalent to doing a multiple linear regression?

[#5]

Did the JMP Help page I cite explain the computation?

[#6]

The help was beyond my understanding of this topic. Does the first line show the PRESS before the first factor is extracted? If so, isn't this really a PLS with one factor (rather than zero)?

[#7]

Yes, the first PRESS is before any factor is extracted. It is not for a PLS model with one factor. The example you show above suggests selecting just one factor because the p-value for T square is above 0.1 for the first time when 1 factor is extracted.