Help with PLSR with jack knife
Amit Patel <amitrhelp at yahoo.co.uk> writes:
BHPLS1 <- plsr(GroupingList ~ PCIList, ncomp = 10, data = PLSdata, validation = "LOO") and BHPLS1 <- plsr(GroupingList ~ PCIList, ncomp = 10, data = PLSdata, validation = "CV")
[...]
Now I am unsure of how to utilise these to identify the significant variables.
You can use the jackknife built into plsr to get an indication about significant variables, by adding the argument "jackknife = TRUE" to the plsr call. Use jack.test(BHPLS1) to do the test. But _PLEASE_ do read the "Warning" section inf ?jack.test!
Regards, Bj?rn-Helge Mevik