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


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    $\begingroup$ 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 Aug 13 '13 at 4:18
  • $\begingroup$ 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. $\endgroup$ – Mayou Aug 14 '13 at 12:41
  • $\begingroup$ Let me get back to you with some references that include examples... $\endgroup$ – Matt Aug 14 '13 at 12:43

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)

R Package plsDA {DiscriMiner}

R Package Muma


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.

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

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