Modeling and Multivariate Methods - SAS

514 Fitting Partial Least Squares Models Chapter 21
Model Fit Options
Figure 21.8 Cross Validation Report
Model Fit Report Displays detailed results for each fitted model. The fit uses either the optimum number
of factors based on cross validation, or the specified number of factors if no cross validation methods was
specified. The report title indicates whether NIPALS or SIMPLS was used and gives the number of
extracted factors.
The report includes the following summary information:
X-Y Scores Plots Produces scatterplots of the X and Y scores for each extracted factor.
Percent Variation Explained Shows the percent variation and cumulative percent variation explained
for both X and Y. Results are given for each extracted factor.
Model Coefficients for Centered and Scaled Data For each Y, shows the coefficients of the Xs for the
model based on the centered and scaled data.
Model Coefficients for Original Data For each Y, shows the coefficients of the Xs for the model based
on the original data.
Model Fit Options
The Model Fit red triangle menu has the following options:
Percent Variation Plots
Plots the percent variation explained by each extracted factor for the Xs and Ys.
Variable Importance Plot Plots the VIP values for each X variable (Figure 21.9). The VIP score is a
measure of a variable’s importance in modeling both X and Y. If a variable has a small coefficient and a
small VIP, then it is a candidate for deletion from the model (Wold,1995). A value of 0.8 is generally
considered to be a small VIP (Eriksson et al, 2006) and a blue line is drawn on the plot at 0.8.