PartialLeastSquaresModel Class

public class PartialLeastSquaresModel : Model

Public Class PartialLeastSquaresModel
	Inherits Model

public ref class PartialLeastSquaresModel : public Model

type PartialLeastSquaresModel = 
    class
        inherit Model
    end

Inheritance

Object  →  Model  →  PartialLeastSquaresModel

Use the PartialLeastSquaresModel to perform a partial least squares calculation.

Partial least squares is a technique that fits combinations of independent variables called factors to one or more dependent variables. The factors are chosen to maximize the covariance between the factors and the dependent variables.

Partial least squares is useful when the number of independent variables is large compared to the number of observations, or when variables are highly correlated.

Fitting the model is done with one of two standard algorithms: NIPALS (Nonlinear Iterative PArtial Least Squares) or SIMPLS (Statistically Inspired Modification of Partial Least Squares). The two algorithms give identical results when there is only one dependent variable.

Reference