[R] pls package - validation

[Bjørn-Helge Mevik]

Bert Gunter <bgunter.4567 at gmail.com> writes:

> However, if I understand correctly, using pls or anything else to try
> to fit (some combination of) 501 variables to 16 data points -- and
> then crossvalidate with 6 data points -- is utter nonsense. You just
> have a fancy random number generator!

That is incorrect.  PLSR and other dimension reducing regression methods
can handle more prediction variables than samples perfectly fine -- many
of them were created for that purpose.

As for the original question: typically this happens when there is no
(or very little) correlation between the response and the prediction
variables.  (Or as they tend to say in chemometrics: You don't have a
model.)

> As I said, I think it better to follow up or complain about me on
> stackexchange rather than here.

Sorry, I read this too late. :)

-- 
Regards,
Bjørn-Helge Mevik
-------------- neste del --------------
A non-text attachment was scrubbed...
Name: ikke tilgjengelig
Type: application/pgp-signature
Size: 800 bytes
Desc: ikke tilgjengelig
URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20170208/2c61e1ad/attachment-0001.bin>