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:
“It is commonplace that a problem stated is well on its way to solution, for statement of the nature of a problem signifies that the underlying quality is being transformed into determinate distinctions of terms and relations or has become an object of articulate thought.”
—John Dewey (1859–1952)
“The best way to teach a child restraint and generosity is to be a model of those qualities yourself. If your child sees that you want a particular item but refrain from buying it, either because it isn’t practical or because you can’t afford it, he will begin to understand restraint. Likewise, if you donate books or clothing to charity, take him with you to distribute the items to teach him about generosity.”
—Lawrence Balter (20th century)