[R] Difference between Traditional Regression and Partial Least Square
Wong Chun Kit
wongchunkit at gmail.com
Sun Apr 9 07:51:28 CEST 2006
>>
Dear R-Helpers,
I've a data set and run the traditional regression and partial least square as
below:
>lm(y~x10+x11+x12+x13+x14+x15+x16, data=X)
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.4762538 0.0252618 -18.853 < 2e-16 ***
x10 0.2825081 0.0962377 2.936 0.00348 **
x11 0.0487763 0.1222990 0.399 0.69019
x12 0.0189079 0.1200368 0.158 0.87490
x13 0.0957643 0.1236650 0.774 0.43907
x14 -0.2028041 0.1243989 -1.630 0.10367
x15 -0.0005613 0.1255884 -0.004 0.99644
x16 0.0815347 0.0837342 0.974 0.33066
>plsr(formula = y ~ x10 + x11 + x12 + x13 + x14 + x15 + x16, 7,data = X)
y
x10 0.2825080818
x11 0.0487762894
x12 0.0189078718
x13 0.0957643290
x14 -0.2028040503
x15 -0.0005613228
x16 0.0815347421
I checked that the estimated coefficient is the same. What is the difference
between lm and plsr?
Thanks in advance.
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