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Olivier Cloarec Cross fitted partial least squares (CF-PLS): an alternative algorithm for a more reliable PLS Journal of Chemometrics 25

Version of Record online: 10 FEB 2011 | DOI: 10.1002/cem.1380

In this paper, a modified version of the NIPALS algorithm for PLS regression on single response is presented. This new algorithm reduces the over-fit and allows hypothesis testing using a probabilistic framework due to the characterized distribution of the R2 for the null hypothesis. In this case R2 follows a beta distribution only function of the number of observation. The interpretation of the scores and loadings is also more reliable because they are directly related to the R2.

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