Hello,   I am doing a diet related analysis with multiple health outcomes and would like to use the RRR approach as previously outlined by Hoffmann et al. However, I need a better understanding on what the PROC PLS package is exactly doing for the RRR approach. Reading the documentation on SAS I only managed to see the one for PLS.    SAS - PROC PLS Package Four Factor extraction methods are available in the SAS software – PROC PLS Package: 1. PLS – uses partial least squares 2. SIMPLS – SIMPLS method 3. PCR – Principal Component Regression 4. RRR – reduced rank regression (uses OLS) From SAS documentation I was able to locate a detailed explanation for PLS but did not succeed in seeing the documentation for RRR although it was explained that RRR in SAS uses OLS and is the most stable compared to the other 3 methods (https://support.sas.com/documentation/onlinedoc/stat/151/pls.pdf). In his article, Hoffman compared RRR vs PLS and concluded that RRR is more robust compared to PLS (https://doi.org/10.1093/aje/kwh134).   Kindly assist me with the reference to the detailed mathematical annotation/reference article used when creating the RRR package in the PROC PLS package if available. ... View more