[R] pls package - validation

Bjørn-Helge Mevik b.h.mevik at usit.uio.no
Wed Feb 8 10:45:32 CET 2017

Bert Gunter <bgunter.4567 at gmail.com> writes:

> However, if I understand correctly, using pls or anything else to try
> to fit (some combination of) 501 variables to 16 data points -- and
> then crossvalidate with 6 data points -- is utter nonsense. You just
> have a fancy random number generator!

That is incorrect.  PLSR and other dimension reducing regression methods
can handle more prediction variables than samples perfectly fine -- many
of them were created for that purpose.

As for the original question: typically this happens when there is no
(or very little) correlation between the response and the prediction
variables.  (Or as they tend to say in chemometrics: You don't have a

> As I said, I think it better to follow up or complain about me on
> stackexchange rather than here.

Sorry, I read this too late. :)

Bjørn-Helge Mevik
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