Getting the regression coefficients for a lower number of Partial Least Squares components than specified by plsregress(X,Y,ncomp) without redoing the whole regression model?

1 次查看（过去 30 天）

Petter Stefansson 2016-5-30

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/286480-getting-the-regression-coefficients-for-a-lower-number-of-partial-least-squares-components-than-spec

评论： Petter Stefansson 2016-5-31

When performing a regression with the plsregress command in matlab, you specify the number of components when you fit the model like this:

ncomp = 100;
[XL,YL,XS,YS,BETA,PCTVAR] = plsregress(X,Y,ncomp);

But say I wanted to test the performance of all number of components up to 100 (so 1 component, then 2, then 3, then 4..), how can I get the regression coefficients (BETA) for that? Do I really have to repeat the model a hundred times like this:

 [XL,YL,XS,YS,BETA1,PCTVAR] = plsregress(X,Y,1);
 [XL,YL,XS,YS,BETA2,PCTVAR] = plsregress(X,Y,2);
 [XL,YL,XS,YS,BETA3,PCTVAR] = plsregress(X,Y,3);
… and so on up to 100

That seems unreasonable. Is there a faster way to get the regression coefficients for a lower number of components than the one specified when creating the model?

Thanks.

2 个评论
显示无隐藏无

John D'Errico 2016-5-30

编辑：John D'Errico 2016-5-30

One day, they will let us do loops in MATLAB. Just think what an innovation that will be. Oh! That is right! There is such a thing as a for loop. Why not use one? :)

Anyway, creating numbered variables is just poor programming. Learn to use vectors and arrays, even cell arrays.

Petter Stefansson 2016-5-31

Obviously I realize that I don’t have to manually write all the 100 models by hand like the way I did in the question, sorry for not making that clear :)

My point is that I suspect it is WILDLY computationally inefficient because if I create a model with 10 components for example, I will indirectly also have created a model with 1-2-3-4-5-6-7-8-9 components since the model is created iteratively by adding one component after another is it not? So that a model with 3 components is just a continuation of a 2 component model?

But I don’t get access to that information, at least I don’t know how to, so if I’m correct in that my point is that I should only have to do one model, namely the one with 100 components, instead of a loop with 100 models which takes substantially much more time and pretty much makes it infeasible for me to do what I want to do.

请先登录，再进行评论。

请先登录，再回答此问题。