Programming the statistical procedures from SAS

PROC PLS - Parameter Estimation for Categorical Variables

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PROC PLS - Parameter Estimation for Categorical Variables

Hello,

 

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!

 

Thanks!

 

P.S. I'm using SAS 9.4 and the SIMPLS method.

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