A robust partial least squares (PLS) regression algorithm is developed. This is achieved by substitution of the univariate regression steps in the iterative PLS2 algorithm by a robust alternative. The angle between loading vectors from both perturbed and unperturbed solutions is used as a measure of robustness. By means of a perturbation study on a structure‐activity data set, it is demonstrated that the stability of the robust method is superior to standard PLS.
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Wakelinc et al. (1992) studied this question.
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