Dear all:
I am comparing the PLS outputs of R and SAS for the following data set:
Y x1 x2 x3
3 6 2 2
3 1 5 5
4 7 4 1
5 6 5 6
2 4 3 2
8 5 0 9
where Y is the dependent variable and x1, x2, x3 are the independent
variables. I found several PLS algorithms in R (NIPALS,SIMPLS,KERNEL PLS).
SAS has SIMPLS and NIPALS.
The following are the NIPALS calculations of the regression coefficients for
the above data using 2 principal components:
Using R:
x1 0.4002324
x2 -0.2679829
x3 0.5684680
Using SAS:
x1 0.4671608452
x2 -.1537662492
x3 0.6090024992
Why is the discrepancy very large? I observed that SAS and Minitab have the
same output, but the R output is very different. Using the SIMPLS algorithm
also produced R and SAS outputs that are different.
Any clarification on this matter will be greatly appreciated.
Sincerely,
Kyle Rogers
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