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Chapter 23

Chapter 23 Partial Least Squares Methods: Partial Least SquaresCorrelation and Partial Least Square RegressionHerve Abdi and Lynne J. WilliamsAbstractPartial least square(PLS) methods (also sometimes calledprojection to latent structures) relate the informationpresent in two data tables that collect measurements on the same set of proceed byderivinglatentvariableswhichare(optima l) to find the shared information between two tables, the approach is equivalent to a correlation problem andthe technique is then calledpartial least square correlation(PLSC) (also sometimes calledPLS-SVD). In thiscase there are two sets of latent variables (one set per table), and these latent variables are required to havemaximal covariance.

Chapter 23 Partial Least Squares Methods: Partial Least Squares Correlation and Partial Least Square Regression Herve´ Abdi and Lynne J. Williams

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