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Influence function analysis applied to partial least squares

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Abstract

In this work we present the empirical influence functions for the covariances (eigenvalues) and directions (eigenvectors) of partial least squares under the constraint of uncorrelated components. We apply the results to several data sets and provide advice for using these tools in practice.

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Authors and Affiliations

  1. Nonclinical Statistics, Pfizer Global Research and Development, Michigan Laboratories, 2800 Plymouth Road, Ann Arbor, MI, 48105, USA

    Kjell Johnson

  2. Department of Statistics, University of Kentucky, Lexington, KY, 40506, USA

    William Rayens

Authors
  1. Kjell Johnson
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  2. William Rayens
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Correspondence to Kjell Johnson.

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Johnson, K., Rayens, W. Influence function analysis applied to partial least squares. Computational Statistics 22, 293–306 (2007). https://doi.org/10.1007/s00180-007-0037-0

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  • DOI: https://doi.org/10.1007/s00180-007-0037-0

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