- principal components regression, which extracts factors to explain as much predictor sample
variation as possible
- reduced rank regression, which extracts factors to explain as much response variation as possible.
This technique, also known as (maximum) redundancy analysis, differs from multivariate
linear regression only when there are multiple responses.
- partial least squares regression, which balances the two objectives of explaining response variation
and explaining predictor variation. Two different formulations for partial least squares
are available: the original predictive method of Wold (1966) and the SIMPLS method of
de Jong (1993).
- choose the number of extracted factors by cross validation
- use the general linear modeling approach of the GLM procedure to specify a model for
your design, allowing for general polynomial effects as well as classification or ANOVA effects
- save the model fit by the PLS procedure in a data set and apply it to new data by using the
SCORE procedure
- supports ODS Graphics
- obtain separate analyses on observations in groups
- creates an output data set to receive quantities that can be computed for
every input observation, such as extracted factors and predicted values
For further details see the SAS/STAT User's Guide:
The PLS Procedure
( PDF | HTML )
Examples
Statistics and Operations Research Home Page | SAS/STAT Software