[R] Re: pls regression - optimal number of LVs
rwehrens at sci.kun.nl
Thu Jul 24 09:59:34 CEST 2003
On Thursday 24 July 2003 05:02, Dowkiw, Arnaud wrote:
> Dear R-helpers,
> I have performed a PLS regression with the mvr function from the pls.pcr
> package an I have 2 questions : 1- do you know if mvr automatically centers
> the data ? It seems to me that it does so...
Yup, it does... common practice.
> 2- why in the situation below
> does the output say that the optimal number of latent variables is 4 ? In
> my humble opinion, it is 2 because the RMS increases and the R2 decreases
> when 3 LVs are considered :
Many criteria exist and for some data sets they agree, for most they do not.
The criterion applied here checks whether the decrease in cross-validated
error is significant; Hastie et al. use it in their book "The elements of
statistical learning". It is described in the man page, and like all
criteria, it is not guaranteed to satisfy all users. If you feel better using
2LVs, you can do that.
Dept. of Chemometrics
University of Nijmegen Email: rwehrens at sci.kun.nl
Toernooiveld 1 http://www-cac.sci.kun.nl/cac/
6525 ED Nijmegen Tel: +31 24 365 2053
The Netherlands Fax: +31 24 365 2653
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