The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Generalization of Quantification for PLS Correlation

  • Yi, Seong-Keun (Department of Business Administration, Sungshin Women's University) ;
  • Huh, Myung-Hoe (Department of Statistics, Korea University)
  • Received : 2011.09.23
  • Accepted : 2011.11.01
  • Published : 2012.02.29
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Abstract

This study proposes a quantification algorithm for a PLS method with several sets of variables. We called the quantification method for PLS with more than 2 sets of data a generalization. The basis of the quantification for PLS method is singular value decomposition. To derive the form of singular value decomposition in the data with more than 2 sets more easily, we used the constraint, $a^ta+b^tb+c^tc=3$ not $a^ta=1$, $b^tb=1$, and $c^tc=1$, for instance, in the case of 3 data sets. However, to prove that there is no difference, we showed it by the use of 2 data sets case because it is very complicate to prove with 3 data sets. The keys of the study are how to form the singular value decomposition and how to get the coordinates for the plots of variables and observations.

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References

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