Partial Least Squares Regressions

Econometrics questions and discussions

Partial Least Squares Regressions

Postby ac_1 » Sat May 14, 2011 3:08 am

Are partial least squares regressions covered in RATS ?

I suppose I could use the PRINCOMP.src procedure then use LINREG with the PCA's, but somehow partial least squares does the PCA and regression simultaneously!
ac_1
 
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