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Abstract In this paper we develop the mathematical and statistical structure of PLS regression. We show the PLS regression algorithm and how it can be interpreted in model building. The basic mathematical principles that lie behind two block PLS are depicted. We also show the statistical aspects of the PLS method when it is used for model building. Finally we show the structure of the PLS decompositions of the data matrices involved.
Agnar Höskuldsson (Wed,) studied this question.
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