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 “female culture” has shifted more rapidly than the “male culture”; the image of the go-get ‘em woman has yet to be fully matched by the image of the let’s take-care-of-the-kids- together man. More important, over the last thirty years, men’s underlying feelings about taking responsibility at home have changed much less than women’s feelings have changed about forging some kind of identity at work.”
—Arlie Hochschild (20th century)
“The striking point about our model family is not simply the compete-compete, consume-consume style of life it urges us to follow.... The striking point, in the face of all the propaganda, is how few Americans actually live this way.”
—Louise Kapp Howe (b. 1934)