偏最小二乘回归系数的检验问题

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各位大侠：
     请问偏最小二乘回归出来的系数怎么检验啊？我用sas做的部分结果如下结果，大家评价一下，望不吝赐教，谢谢！

The PLS Procedure

Percent Variation Accounted for

by Partial Least Squares Factors

Number of

Extracted
Model Effects
Dependent Variables

Factors
Current
Total
Current

Total

1
24.4647
24.4647
9.3958
9.3958

2
18.1820
42.6466
0.7027
10.0985

3
10.5029
53.1495
0.1192
10.2177

4
16.1022
69.2517
0.0026
10.2203

The PLS Procedure

Test Set Validation for the Number of Extracted Factors

Number of
Root

Extracted
Mean
Prob >

Factors
PRESS
PRESS

0
0.999003
0.0050

1
0.950914
0.1290

2
0.947219
0.3410

3
0.946591
0.4670

4
0.946577
0.5080

5
0.946577
0.4810

6
0.946577
1.0000

Minimum root mean PRESS
0.9466

Minimizing number of factors
6

Smallest number of factors with p > 0.1
1

The PLS Procedure

Percent Variation Accounted for

by Partial Least Squares Factors

Number of

Extracted
Model Effects
Dependent Variables

Factors
Current
Total
Current

Total

1
24.4647
24.4647
9.3958
9.3958

                                         

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关键词：偏最小二乘回归 偏最小二乘 最小二乘 回归系数 Validation SAS PLS 系数假设检验

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