[R] - PLS-Package - PLSR loadings

Bjørn-Helge Mevik b.h.mevik at usit.uio.no
Wed Dec 17 10:05:54 CET 2014


Wolfgang Obermeier <wolfgang.obermeier at geo.uni-marburg.de> writes:

> how is it possible that the loadings of the second or even third component of
> a PLS-Analysis show higher values than the first component? Somebody got an
> idea??

The loadings of a PLS regression are simply the coefficients that are
multiplied with the X variables to transform X to the "latent vectors"
used in the regression (this is slightly over-simplified).  There is no
reason why the coefficients of the first component should be larger than
the coefficients of other components.  (In fact, it is often the case
that when one fits too many components (i.e., one starts to model
"noise"), the coefficients of the last components get higher and
higher.)

-- 
Regards,
Bjørn-Helge Mevik



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