S. Rannar et al., A PLS KERNEL ALGORITHM FOR DATA SETS WITH MANY VARIABLES AND FEW OBJECTS .2. CROSS-VALIDATION, MISSING DATA AND EXAMPLES, Journal of chemometrics, 9(6), 1995, pp. 459-470
This is Part II of a series concerning the PLS kernel algorithm for da
ta sets with many variables and few objects. Here the issues of cross-
validation and missing data are investigated. Both partial and full cr
oss-validation are evaluated in terms of predictive residuals and spee
d and are illustrated on real examples. Two related approaches to the
solution of the missing data problem are presented. One is a full EM a
lgorithm and the second a reduced EM algorithm which applies when the
number of missing values is small. The two examples are multivariate c
alibration data sets. The first set consists of UV-visible data measur
ed on mixtures of four metal ions. The second example consists of FT-I
R measurements on mixtures consisting of four different organic substa
nces.