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Could anyone point me to detailed literature about "Partial Least Squares Discriminant Analysis"? Intuition, methodology and examples..


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A simple google search gives you all you need. First 2 pdfs: enpub.fulton.asu.edu/cseml/06summer/pls_dis.pdf, users.stat.umn.edu/~sandy/courses/8801/articles/pls.pdf – Matt Wolf Aug 13 '13 at 4:18
Thanks, but I have already referred to those documents, but that was not really what I was looking for. I was hoping to get, beside the math formulation, some applications of PLS-DA to stock selection processes. – Mayou Aug 14 '13 at 12:41
Let me get back to you with some references that include examples... – Matt Wolf Aug 14 '13 at 12:43

In addition to the references already given by Matt I would recommend the following presentation which gives a good overview of the big picture, intuition and some mathematical background:


See esp. pages 71ff. and 206ff.

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@Downvoter: It is customary here to give a reason for the downvote and perhaps a hint how to improve the answer - Thank you :-) – vonjd Aug 21 '13 at 13:48

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