[R] R square and F - stats in PLS

[Bjørn-Helge Mevik]

arunkumar1111 <akpbond007 at gmail.com> writes:

> In the lm function the summary(lmobject) we have adjusted.r square and f
> statistics
>
> Do we have similar to the pls package and how to get it

No.  Both of these requires theory about the model that doesn't exist
for PLSR.  (I should note that there have been published a couple of
generalisations of the degrees of freedom to general regression models,
and these could be used to calculate an adjusted R^2.  However, they
have not been implemented in the pls package.)

It seems you would like to use PLSR the way you use OLS, with classical
hypothesis tests and performance statistics.  This is not how PLSR is
usually applied, and there are few such tools.  The traditional/typical
focus amongst PLSR practicioners is much more on prediction performance
(RMSEP) and interpretation by plotting scores and loadings.

-- 
Regards,
Bjørn-Helge Mevik