Re: [R] pls package - validation

2017-02-08 Thread Bjørn-Helge Mevik
Bert Gunter 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!

Re: [R] pls package - validation

2017-02-07 Thread Bert Gunter
I think this wants a statistical discussion, which is OT here. stats.stackexchange.com would be a better place to post for that. 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

[R] pls package - validation

2017-02-07 Thread Ladislav Rozkošný
Hi, I'm trying to fit PLSR model in R with 'pls' package with 22 samples (16 train, 6 test). I know that basic for considering of number of component is cross-validation (in my case 'LOO') and then I should choose number of component with minimum of RMSEP (or first minimum). But problem