James Hardy (ASCII version)
> I was wondering if anyone was aware of any Chemometrics
> related functions for Stata. Specifically routines for
> building models and making predictions using partial
> least squares regression (PLS) or principal component
> regression (PCA).
I don't know about partial least squares.
I dimly recall one user-programmer getting
interested in it some years ago, but I won't
name names just in case the project got
nowhere, or was private, or I'm mistaken.
You get principal components from -factor-.
It would be easy enough to automate putting
them into a regression. On the other hand,
it may be that there is more to principal
components regression than calculating PCs
and using them as predictors in a regression,
which is what I'm assuming.
Nick
[email protected]
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