[R] significant variables in GPLS ?
b.h.mevik at usit.uio.no
Thu Apr 24 11:25:05 CEST 2008
There is little theory about significance and testing for PLSR (and, I
would guess, GPLSR). Many practicioners use Jackknife variance
estimates as a basis for significance tests. Note, however, that these
variance estimates are known to be biased (in general), and their
distribution is (to my knowledge) not known. Any significance deduced
from them should therefore be regarede as merely indicators.
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