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Date:         Thu, 18 Sep 2008 07:28:11 -0700
Reply-To:     sounpra@YAHOO.COM
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Song <sounpra@YAHOO.COM>
Organization: http://groups.google.com
Subject:      PLS using both IML and PROC PLS
Comments: To: sas-l@uga.edu
Content-Type: text/plain; charset=windows-1252

Hi All

I am performing PLS using the Iris data. In the first section, I am using PROC PLS with the following code:

proc pls data=iris method = pls (algorithm=eig) nfac=2 details; model species = sepallength sepalwidth petallength petalwidth/ solution; output out=outpls xscore = xscr yscore = yscr; run;quit;

Next I wanted to compared the first two x-scores from PROC PLS by using the singular value decomposition of the X`YY`X matrix using IML. The following is my IML code: (Note: E and F are column centered and normalized)

proc iml; use iris; read all var {species} into y; read all var {sepallength sepalwidth petallength petalwidth} into x;

/** Column centered and normalized X matrix **/ mu = x[:,]; xdiff = x - J(nrow(x),1,1)*mu; sig = (1/(nrow(x) - 1))*xdiff`*xdiff; d = inv(sqrt(diag(sig))); E = xdiff*d; /** Standardized X matrix **/

/** Colum centered and normalized Y vector **/ muy = y[:,]; ydiff = y - J(nrow(y),1,1)*muy; sigy = (1/(nrow(y) - 1))*ydiff`*ydiff; dy = inv(sqrt(diag(sigy))); F = ydiff*dy; /** Standardized Y vector **/

/** X`YY`X matrix **/ pls =E`*F*F`*E;

call svd(u,v,q,pls); print u;

W = u[,1:2]; /** obtaining the first two x-scores **/ t = E*W;

beta1 = inv(t[,1]`*t[,1])*t[,1]`*F; print beta1; varnames='xscr1':'xscr2'; create PLS from t [colname=varnames]; append from t; quit;

When I print out the U matrix ( the matrix of eigenvector for X`YY`X), the first eigenvector is exactly the same one produced by PROC PLS thus the first x-scores match up exactly. Also by beta1 from IML is the same as the first "inner regression coefficients" given in the PROC.

However the second eigenvectors do not match therefore my second x- scores using IML are different than PROC PLS. Am I missing something in the IML code? Should I be subtracting my first x and y-scores from my respective matrices and recomputed the SVD my updated E`FF`E matrix?

Any thoughts or suggestion will be much appreciated.

Thanks, Song


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