Partial Least Squares Regression (PLS)
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چکیده
Number of latents The same number of factors will be extracted for PLS responses as for PLS factors. The researcher must specify how many latents to extract (in SPSS the default is 5). There is no one criterion for deciding how many latents to employ. Common alternatives are: 1. Cross-validating the model with increasing numbers of factors, then choosing the number with minimum prediction error on the validation set. This is the most common method, where cross-validation is "leave-one-out cross-validation" discussed below, prediction error is measured by the PRESS statistic discussed below, and models are computed for 1, 2, 3, .... c factors and the model with the lowest PRESS statistic is chosen.
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