[Rus12] Non-Metric Partial Least Squares

Revue Internationale avec comité de lecture : Journal Electronic Journal of Statistics, vol. 6, pp. 1641-1669, 2012, (doi:10.1214/12-EJS724)

Mots clés: Optimal Scaling; NIPALS; PLS Regression; PLS Path Modeling; non-linearity

Résumé: In this paper I review covariance-based Partial Least Squares (PLS) methods, focusing on common features of their respective algorithms and optimization criteria. I then show how these algorithms can be adjusted for use as optimal scaling tools. Three new PLS-type algorithms are proposed for the analysis of one, two or several blocks of variables: the Non-Metric NIPALS, the Non-Metric PLS Regression and the Non-Metric PLS Path Modeling, respectively. These algorithms extend the applicability of PLS methods to data measured on different measurement scales, as well as to variables linked by non-linear relationships

Commentaires: Available at

Equipe: vertigo


@article {
title="{Non-Metric Partial Least Squares}",
author="G. Russolillo",
journal="Electronic Journal of Statistics",
note="{Available at}",