[R] multi-response models in the pls package
Ben Wasserman
ben.a.wasserman at gmail.com
Tue Feb 23 18:21:16 CET 2010
Hello List,
I am using the function plsr (from package pls) to fit a model with 41
independent variables and several (8ish) response variables. I'm
using Leave-one-out cross validation.
I would like to know how to find out the total variation in Y
explained by a model with a given number of components.
summary(myplsr) reports the total variation in X explained, and
variation in each Y individually explained (ex below)
TRAINING: % variance explained
1 comps 2 comps
3 comps 4 comps
X 16.77603
23.029 29.54 35.18
Number.of.successful.strikes 10.57655 21.108 23.69 26.86
First.successful.strike.top 0.98759 1.775
15.71 16.57
First.successful.strike.bottom 12.00975 31.560
37.25 41.88
Number.of.successful.strikes.bottom 0.06298 3.920 10.15 10.19
Number.of.successful.strikes.top 10.57665 21.108 23.69 26.86
Average.interval.successful.strike.top 0.34717 2.367 14.05 16.99
Average.interval.successful.strike.bottom19.65802 44.453 53.76 61.38
Average.interval.successful.strike 15.07655 15.274 15.27 21.50
Thanks for your help,
Ben
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