A Reformulation of the Partial Least Squares Regression (Young) 

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SIAM Journal on Scientific Computing
Volume 15-1, January 1994, pp. 225-230
(C) 1994 by Society for Industrial and Applied Mathematics
All rights reserved

Title:            A Reformulation of the Partial Least Squares
                  Regression

Author:           P. J. Young

AMS Subject
Classifications:  primary 62J99; secondary 62H20, 62H25, 62J05

Key words:        partial least squares, latent variables, factor 
                  loadings

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ABSTRACT

A new algorithm for partial least squares regression is introduced
that is shown to be equivalent to, and more efficient than, the
current algorithms. In addition, the new algorithm works explicitly
in terms of the factor loadings and is therefore particularly useful
when interpretation of the factors is required.


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