Olivier Cloarec Cross fitted partial least squares (CF-PLS): an alternative algorithm for a more reliable PLS Journal of Chemometrics 25
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.
Complete the form below and we will send an e-mail message containing a link to the selected article on your behalf