Degrees of Freedom and Statistical Inference for Partial Least
Squares Regression
Description
The plsdof package provides Degrees of Freedom estimates
for Partial Least Squares (PLS) Regression. Model selection for
PLS is based on various information criteria (aic, bic, gmdl)
or on cross-validation. Estimates for the mean and covariance
of the PLS regression coefficients are available. They allow
the construction of approximate confidence intervals and the
application of test procedures. Further, cross-validation
procedures for Ridge Regression and Principal Components
Regression are available.