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Influence function analysis for partial least squares with uncorrelated components

Authors: Kjell Johnson a; William Rayens b
Affiliations:   a Pfizer Inc., Michigan Laboratories, Ann Arbor, MI, USA
b Department of Statistics, University of Kentucky, Lexington, KY, USA
DOI: 10.1080/02331880500356564
Publication Frequency: 6 issues per year
Published in: journal Statistics, Volume 40, Issue 1 February 2006 , pages 65 - 93
Formats available: HTML (English) : PDF (English)
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Abstract

Influence theory has been studied extensively in multivariate analysis and detailed results are available for a host of multivariate techniques, including principal components, canonical correlations, and linear discrimination. In this article, the first such results are derived for partial least squares (PLS). In particular, classical perturbation theory is employed to produce theoretical and empirical influence functions for PLS under the constraint of uncorrelated scores. These influence functions are carefully interpreted and then applied to a protein analysis problem.
Keywords: Partial least squares; Influence function; Empirical influence function
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