Bert Gunter <bgunter.4...@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
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