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A fast method to compute orthogonal loadings partial least squares

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  • Goutis, Constantinos

Abstract

\Ve give a computationally fast method for the orthogonal loadings partial least squares. Our algorithm avoids the multiple regression computations at each step and yields identical scores and loadings to the usual method. We give a proof of the equivalence to the standard algorithm. "Ve discuss briefiy the computational advantages over both orthogonal scores and orthogonal loadings partial least squares.

Suggested Citation

  • Goutis, Constantinos, 1995. "A fast method to compute orthogonal loadings partial least squares," DES - Working Papers. Statistics and Econometrics. WS 10346, Universidad Carlos III de Madrid. Departamento de Estadística.
    • Handle: RePEc:cte:wsrepe:10346
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