zhangfengl 发表于 2010-5-2 09:51 
如题，在SAS9.1中如何实现偏最小二乘回归过程啊？怎样通过软件求出预测误差平方和（PRESS)来？谢谢啊！
The PLS procedure can handle this. Here is an overview of it.
Overview: PLS ProcedureThe PLS procedure fits models by using any one of a number of linear predictive methods, including
partial least squares (PLS). Ordinary least squares regression, as implemented in SAS/STAT procedures such as PROC GLM and PROC REG, has the single goal of minimizing sample response prediction error, seeking linear functions of the predictors that explain as much variation in each response as possible. The techniques implemented in the PLS procedure have the additional goal of accounting for variation in the predictors, under the assumption that directions in the predictor space that are well sampled should provide better prediction for
new observations when the predictors are highly correlated. All of the techniques implemented in the PLS procedure work by extracting successive linear combinations of the predictors, called
factors (also called
components,
latent vectors, or
latent variables), which optimally address one or both of these two goals—explaining response variation and explaining predictor variation. In particular, the method of partial least squares balances the two objectives, seeking factors that explain both response and predictor variation.
Note that the name "partial least squares" also applies to a more general statistical method that is
not implemented in this procedure. The partial least squares method was originally developed in the 1960s by the econometrician Herman Wold (
1966) for modeling "paths" of causal relation between any number of "blocks" of variables. However, the PLS procedure fits only
predictive partial least squares models, with one "block" of predictors and one "block" of responses. If you are interested in fitting more general path models, you should consider using the CALIS procedure.
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