Underlying Model
The general underlying model of multivariate PLS is
where is an matrix of predictors, is an matrix of responses; and are matrices that are, respectively, projections of X (the X score, component or factor matrix) and projections of Y (the Y scores); and are, respectively, and orthogonal loading matrices; and matrices and are the error terms, assumed to be i.i.d. normal. The decompositions of X and Y are made so as to maximise the covariance of T and U.
Read more about this topic: Partial Least Squares Regression
Famous quotes containing the words underlying and/or model:
“The welfare, the happiness, the energy and spirit of the men and women who do the daily work ... is the underlying necessity of all prosperity.... There can be nothing wholesome unless their life is wholesome; there can be no contentment unless they are contented.”
—Woodrow Wilson (1856–1924)
“The playing adult steps sideward into another reality; the playing child advances forward to new stages of mastery....Child’s play is the infantile form of the human ability to deal with experience by creating model situations and to master reality by experiment and planning.”
—Erik H. Erikson (20th century)