[R] PLS in R and SAS

Lukasz Komsta luke at ariadna.cd
Mon May 21 22:31:09 CEST 2007

Dnia 2007-05-21 21:59, Użytkownik Kyle Rogers napisał:

>   Any clarification on this matter will be greatly appreciated.

The result obtained with R is calculated with centering the x1-x3 matrix 
around the column means. The SAS result is calculating without any 
preprocessing of data.

Unfortunately, the pls package has no easy option to turn data centering 
off. If you really want to turn it off, you must comment corresponding 
lines in for example simpls.fit:

     Xmeans <- colMeans(X)
     X <- X - rep(Xmeans, each = nobj)
     Ymeans <- colMeans(Y)
     Y <- Y - rep(Ymeans, each = nobj)

I do not know what is your data, but you probably WANT to center them 
around the column means. The uncentered version of PLS, PCR and other 
multivariate regression can be considered only if all columns of X are 
in the same unit and there is no expected intercept term (for example 
spectral data). Any other approach requires at least centering. If you 
fit uncentered version, you should compare its RMSEP with centered and 
choose better variant.



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