A FAST METHOD TO COMPUTE ORTHOGONAL LOADINGS PARTIAL LEAST-SQUARES

We give a computationally fast method for orthogonal loadings partial least squares. Our algorithm avoids the multiple regression computatio ns at each step and yields identical scores and loadings to the usual method. We give a proof of the equivalence to the standard algorithm. We discuss briefly the computational advantages over both orthogonal s cores and orthogonal loadings partial least squares. (C) 1997 by John Wiley & Sons, Ltd.