Could anyone point me to detailed literature about "Partial Least Squares Discriminant Analysis"? Intuition, methodology and examples..
Thanks,
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3$\begingroup$ 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 $\endgroup$– Matt WolfCommented Aug 13, 2013 at 4:18
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$\begingroup$ 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. $\endgroup$– MayouCommented Aug 14, 2013 at 12:41
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$\begingroup$ Let me get back to you with some references that include examples... $\endgroup$– Matt WolfCommented Aug 14, 2013 at 12:43
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2 Answers
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I liked the following introductions to Partial LS Discriminant Analysis:
Partial Least Squares for Discrimination
A Beginner’s Guide to Partial Least Squares Analysis
Here some references to examples:
XLStat Spreadsheet (you may need to install the trial to run the full analysis in Excel)
answered Aug 14, 2013 at 12:58
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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:
http://zoo.cs.yale.edu/classes/cs445/slides/Pfizer_Yale_Version.ppt
See esp. pages 71ff. and 206ff.
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$\begingroup$ @Downvoter: It is customary here to give a reason for the downvote and perhaps a hint how to improve the answer - Thank you :-) $\endgroup$– vonjdCommented Aug 21, 2013 at 13:48