Does anyone know of a Stata implementation of partial least squares for
dealing with collinearity problems? I'm referring to the approach that is
based on finding weights for independent variables that maximize
covariance with dependent variable -- sort of like principle components
but incorporating the dependent variable into the analysis. SAS seems to
have a nice implementation, but I can't find anything comparable in Stata.
Probably I'm just missing it by a different name. Thanks.
Jim
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
