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st: Partial Least Squares for collinearity

Subject   st: Partial Least Squares for collinearity
Date   Thu, 11 Dec 2003 08:58:56 -0800

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.

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