For PCR, the major difference would be having the ability to develop an
optimum model using cross validation.
On 12/16/02 1:16 PM, "Nick Cox" <[email protected]> possibly may have
written:
> James Hardy (ASCII version)
>
>> I was wondering if anyone was aware of any Chemometrics
>> related functions for Stata. Specifically routines for
>> building models and making predictions using partial
>> least squares regression (PLS) or principal component
>> regression (PCA).
>
> I don't know about partial least squares.
> I dimly recall one user-programmer getting
> interested in it some years ago, but I won't
> name names just in case the project got
> nowhere, or was private, or I'm mistaken.
>
> You get principal components from -factor-.
> It would be easy enough to automate putting
> them into a regression. On the other hand,
> it may be that there is more to principal
> components regression than calculating PCs
> and using them as predictors in a regression,
> which is what I'm assuming.
>
> Nick
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