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References and Software for Partial Least Squares Discriminant Analysis

Article Quant Q&A · Author: Mayou

Summary

This short exchange responds to a request for detailed introductions to Partial Least Squares Discriminant Analysis (PLS-DA), including intuition, methodology, and examples. The answers point readers toward introductory materials, a presentation with conceptual and mathematical background, and software resources for trying the method. Mentioned implementations include spreadsheet-based analysis and R packages, making the recommendations useful as a starting point for learning or practical exploration.

The document does not explain how PLS-DA constructs components, how to train or validate a classifier, or how its performance compares with other methods. It provides no empirical results, worked example, or guidance on selecting components and avoiding overfitting. The referenced resources are described only briefly, so readers would need to consult them for the actual methodology. For quantitative researchers, the value here is bibliographic: it identifies a route into a supervised classification technique rather than teaching the technique directly.

Key ideas

  • PLS-DA is presented as a supervised classification topic for which the original questioner wanted intuition, methods, and examples.
  • The answers recommend introductory reading and a presentation covering conceptual and mathematical background.
  • Spreadsheet software and R packages are cited as ways to explore implementations.
  • The exchange offers references rather than explaining model construction, validation, or performance.

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Full text
# Partial Least Squares Discriminant Analysis


# Partial Least Squares Discriminant Analysis












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

Thanks,

## Answer by Matt Wolf (score 2, accepted)

https://quant.stackexchange.com/a/8752

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

## Answer by vonjd (score 2)

https://quant.stackexchange.com/a/8731

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:

http://zoo.cs.yale.edu/classes/cs445/slides/Pfizer_Yale_Version.ppt‎

See esp. pages 71ff. and 206ff.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.