Dear all:
 
I am comparing the PLS outputs of R and SAS for the following data set:
 
Y x1 x2 x3
3 6 2 2
3 1 5 5
4 7 4 1
5 6 5 6
2 4 3 2
8 5 0 9
 
where Y is the dependent variable and x1, x2, x3 are the independent variables. I found several PLS algorithms in R (NIPALS,SIMPLS,KERNEL PLS). SAS has SIMPLS and NIPALS.
 
The following are the NIPALS calculations of the regression coefficients for the above data using 2 principal components:
 
Using R:
 
x1 0.4002324
x2 -0.2679829
x3 0.5684680

 
Using SAS:
 
x1 0.4671608452
x2 -.1537662492
x3 0.6090024992
 
Why is the discrepancy very large? I observed that SAS and Minitab have the same output, but the R output is very different. Using the SIMPLS algorithm also produced R and SAS outputs that are different.
 
Any clarification on this matter will be greatly appreciated.
 
Sincerely,
Kyle Rogers
 
 
 
 
 
 

   
---------------------------------
Building a website is a piece of cake.

 [[alternative HTML version deleted]]

______________________________________________
R-help@(protected)
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.