[R] PLS method

[Sun Jia]

dear all,

I am a new comer to R and statistic.  Now I have a little confuse about the
package pls.

I have to use 5 components to form a model. There are strong relationship
between some of the components, which leads to the changes of the sign of
each coeficeince, of course this is unwanted when using the normal
regression way. So I choose the way of PLS, which is good at solve this kind
of problem.

In my work,

q is the response and w,c,d,r,o are the 5 components.

         w     c       d      r           o        q

1  219.580 0.880 102.742 12.988 0.9380 11

2  245.806 0.900  97.798 11.764 1.0080 12

3  219.850 0.910  93.764  5.608 1.1006 16

4  226.904 0.842 110.080 14.614 0.8398  7

5  250.792 0.868 108.212 14.714 0.8990 10

6  225.264 0.930  96.748  6.906 1.1784 16

7  229.562 0.856 103.204 12.900 0.8730 12

8  239.560 0.880 101.036 11.766 0.9452 12

9  199.008 0.920  91.338  3.918 1.1234 17

10 220.458 0.910  88.322  9.868 1.0746 13

11 201.228 0.910  89.202 10.328 1.0514 14

12 199.160 0.920  90.126  2.088 1.1326 15

13 135.540 0.786 121.506 19.140 0.6934  2

14 296.272 0.864 130.896 22.614 0.9104  6

15 190.766 0.840 108.050  7.336 0.8210  8

I have used the following sentence.

b.pls<-mvr(q~w+c+d+r+o,data=b,method="simpls")

> coef.mvr(b.pls)

, , 5 comps



            q

w  0.01993749

c 12.42713250

d -0.12050551

r -0.20287088

o  9.63670488



 I have found that the sign of each component still cannot be explained by
the reality. For instance, the sign of w should be negative rather than
positive.

> b.pls<-mvr(q~c+d+r+o,data=b,method="simpls")

> coef.mvr(b.pls)

, , 4 comps



            q

c 76.39196611

d -0.06512864

r -0.18272329

o -3.02212146





When I delete one of the components, the w, I found the coefficients of the
rest ones also changes the sign, the component of o.

As far as I concerned, this kind of situation should only happened when use
the normal regression rather than PLS regression.

Is there any wrong with my understanding?

 Why does this problem happen?



I am appreciated for your help and answer.