06-29-2016 09:28 AM
There is a regression coefficient estimate for each level of a categorical variable when applying the PLS procedure... I suspect that to estimate those, SAS imposes the constraint that the sum of all parameters belonging to a given categorical variable must be equal to zero. And this seems to be true when the variable has 2 levels, but not when it has 3... I am interested in more details on how these parameters are calculated exactly. Any help would be much appreciated!
P.S. I'm using SAS 9.4 and the SIMPLS method.