[R] PLS method

From: Sun Jia <Sun.Jia_at_fujixerox.co.jp>
Date: Thu 06 Jul 2006 - 11:36:44 EST


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.



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