topic Re: Proc PLS Regression -- Getting Back To Original Predictors in SAS Programming

Proc PLS Regression -- Getting Back To Original Predictors

NKormanik — Sun, 19 Jun 2022 09:55:33 GMT

As I'm understanding things, PLS regression comes up with a number of 'components.' But how do these components tell us which of the original predictors is most important?

Thanks!

Nicholas Kormanik

Re: Proc PLS Regression -- Getting Back To Original Predictors

Ksharp — Sun, 19 Jun 2022 10:15:30 GMT

There is VIP plot you can refer to .

ods graphics on/width=1000px height=500px;
ods output VariableImportancePlot= VariableImportancePlot;
proc pls data=class missing=em nfac=2 plot=(ParmProfiles VIP) details; * cv=split cvtest(seed=12345);
class sex;
model age=weight height sex;
output out=x predicted=p;
run;
proc sort data=VariableImportancePlot;
by descending VIP;
run;

Re: Proc PLS Regression -- Getting Back To Original Predictors

PaigeMiller — Sun, 19 Jun 2022 10:18:24 GMT

The variables with high loadings (either positive or negative) are the important variables in that component. There's no real cutoff, the meaning of "high" is relative to the other loadings in that component.

The loadings are available via the DETAILS option of the PROC PLS statement. You can save the loadings to a SAS data set if you want via

ods output xloadings=xloadings;

Re: Proc PLS Regression -- Getting Back To Original Predictors

Ksharp — Sun, 19 Jun 2022 10:24:03 GMT

Re: Proc PLS Regression -- Getting Back To Original Predictors

NKormanik — Mon, 20 Jun 2022 00:02:06 GMT

@Ksharp @PaigeMiller You guys rock. Thanks so much!

Re: Proc PLS Regression -- Getting Back To Original Predictors

NKormanik — Fri, 24 Jun 2022 01:19:14 GMT

@Ksharp Noticed that your labels in the above graph are in Chinese.

How about that....

Re: Proc PLS Regression -- Getting Back To Original Predictors

Ksharp — Fri, 24 Jun 2022 11:31:49 GMT

?? I am from China and running Chinese version SAS. If you are running English version SAS with same code , You would get English result . It is called Variables Important Plot . a.k.a VIP

Re: Proc PLS Regression -- Getting Back To Original Predictors

NKormanik — Sat, 25 Jun 2022 06:10:29 GMT

@Ksharp Yes, I know. Mainland, would be my guess. SAS with everything in Chinese just seemed even more overwhelming than SAS in English. Like, OMG!!