A FAST METHOD FOR THE CALCULATION OF PARTIAL LEAST-SQUARES COEFFICIENTS

Partial least squares (PLS) has proved to be more effective than ordinary least squares (OLS) in the study of complex systems. However, its use is made difficult by the splitting of the information into several latent variables. In an effort to overcome this difficulty, PLS coefficients which are analogues of the OLS have been introduced to provide an easy and immediate method to interpret numbers. This paper presents a method for the fast calculation of PLS coefficients. It is based on the use of PLS models to predict the response at proper points of the original variable space. The predicted responses directly render the PLS coefficients.