Modeling and Multivariate Methods - SAS

Chapter 21 Fitting Partial Least Squares Models 513
The Partial Least Squares Report
The Partial Least Squares Report
The first time you click Go in the Model Launch control panel (Figure 21.6), a new window appears that
includes the control panel and three reports. You can fit additional models by specifying the desired
numbers of factors in the control panel.
The following reports appear:
Model Comparison Summary Displays summary results for each fitted model (Figure 21.7), where
models for 7 and then 6 factors have been fit. The report includes the following summary information:
Method is the analysis method specified in the Model Launch control panel.
Number of rows is the number of observations used in the training set.
Number of factors is the number of extracted factors.
Percent Variation Explained for Cumulative X is the percent of variation in X explained by the model.
Percent Variation Explained for Cumulative Y is the percent of variation in Y explained by the model.
Number of VIP>0.8 is the number of X variables with VIP (variable importance for projection) values
greater than 0.8. The VIP score is a measure of a variable’s importance relative to modeling both X and
Y (Wold, 1995).
Figure 21.7 Model Comparison Summary
Cross Validation This report only appears when cross validation is selected as a Validation Method in the
Model Launch control panel. It shows summary statistics for models fit using from 0 to the maximum
number of extracted factors, as specified in the Model Launch control panel (Figure 21.8). An optimum
number of factors is identified using the minimum Root Mean PRESS (predicted residual sum of
squares) statistic. The van der Voet T 2 tests enable you to test whether models with different numbers of
extracted factors differ significantly from the optimum model. The null hypothesis for each van der Voet
T 2 test states that the model based on the corresponding Number of factors does not differ from the
optimum model. For more details, see “van der Voet T2” on page 522.