topic Re: PLS procedure in Statistical Procedures

PLS procedure

Jonison — Mon, 16 Dec 2019 12:42:16 GMT

Hello, I am building a very customized model in SAS, and requires PLS procedure.

The issue is that the X variables have a complicated structure and requires individual data pre-treatment, and this has been done using separate codes. The Y variables consist of a set of responses which are using standard pre-treatment.

Currently, I am using the statement below, where the pre-treatment of X and Y variables has been supressed. The issue for this is that the predicted results are the prediction that has been 'pre-treated'.

PROC PLS CV=ONE DATA=&EM_IMPORT_DATA METHOD=PLS NOCENTER NOSCALE NFAC=6 MISSING=AVG;
MODEL &Y1 = &X1 &X2 &X3 &X4 &X5 &X6 &X7 &X8 &X9 &X10 &X11 &X12 &X13;
ODS output ParameterEstimates=Parm;
OUTPUT out=plsout p=p1 p2 p3 p4 p5;
QUIT;

Can I have some advice that if the PLS procedure can do the pre-treatment separately for X and Y variables, e.g. supress X variables pre-treatment while standardize Y variables.

Many thanks for your kind help on this.

Re: PLS procedure

PaigeMiller — Mon, 16 Dec 2019 13:10:19 GMT

Please define what you mean by "pre-treatment".

Re: PLS procedure

Jonison — Mon, 16 Dec 2019 13:34:49 GMT

In this example, it is standardize.
Thanks

Re: PLS procedure

PaigeMiller — Mon, 16 Dec 2019 14:08:53 GMT

@Jonison wrote:

Can I have some advice that if the PLS procedure can do the pre-treatment separately for X and Y variables, e.g. supress X variables pre-treatment while standardize Y variables.

If you want to standardize X and Y separately, where X is not standardized while Y is standardized, this would have to be done using code to modify the data appropriately before PROC PLS runs. Then in PROC PLS you would use the NOCENTER and NOSCALE options.

Please note that if you don't standardize the X variables, the variables with larger variances will tend to have larger effects in prediction (which may be the right thing to do in some applications, but the wrong thing to do in other applications).