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beta coefficients in PLS

By Dimitris Lykomitros | Jul 20, 2017 11:23AM CEST

The st error of the beta coefficients are determined with the cross validation (jacknife Leave One out) (if selected). They are an estimate of the PREDICTIVE error rather the FITTING error. Is this statement correct? Thanks

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By Jean Paul | Jul 20, 2017 01:35PM CEST | XLSTAT Agent

Hi Dimitris,

No, your statement is wrong. These are fitting (or Beta estimation) errors.

Jean Paul

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