PLS works

Authors
Rasmus Bro and L. Eldén
Published
2009
DOI
10.1002/cem.1177
Citation
Bro and Eldén: "PLS works", Journal of Chemometrics, 23, 69-71, 2009.
Abstract
In a recent paper, claims were made that most current implementations of PLS provide wrong and misleading residuals [1]. In this paper the relation between PLS and Lanczos bidiagonalization is described and it is shown that there is a good rationale behind current implementations of PLS. Most importantly, the residuals determined in current implementations of PLS are independent of the scores used for predicting the dependent variable(s). Oppositely, in the newly suggested approach, the residuals are correlated to the scores and hence may be high due to variation that is actually used for predicting. It is concluded that the current practice of calculating residuals be maintained.
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