Partial Least Squares Regressions

Econometrics questions and discussions
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ac_1
Posts: 495
Joined: Thu Apr 15, 2010 6:30 am

Partial Least Squares Regressions

Unread post by ac_1 »

Are partial least squares regressions covered in RATS ?

I suppose I could use the PRINCOMP.src procedure then use LINREG with the PCA's, but somehow partial least squares does the PCA and regression simultaneously!
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