When choosing a WAPLS model, apart from relying on performance (e.g. r2, r, max bias, RMSEP, scatter-plot etc..), the recommendation is to select the successive component if the model performance increases by >5% measured by the cross validated RMSEP (e.g. Braak & Juggins, 1993; Birks, 1998; Brooks & Birks, 2000; Barlow et al., 2013).
Does this rule apply also to PLS technique?
Dear Simona,
sorry for my late response but I was leading a field trip to southern Germany (beautiful landscape and geology!) during the last week and have just returned. Concerning your question I have to direct you to Yvonne. To be honest I am not familiar with the statistical details of the WAPLS and PLS methods. I generally know how it works but Yvonne worked out the details in our papers. I am convinced that Yvonne can easily answer your question.
Cheers from Hamburg,
Gerhard
Dear Gerhard,
Thanks for your response! My dearest Yvonne already answered my question via email. Keep up with the interesting work.
Best regards from Hollywood
Simona
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