PLS Syntax - Keyword EDelta

Optional keyword; specify the negative exponent for a base-10 constant delta (delta = 10-Edelta); the default value is 12. Delta is used for checking the convergence of the iterative computation of eigenvectors for each PLS component. PLS uses an iterative power method (see Golub and van Loan, 1996) to compute the eigenvector of Y'XX'Y for each component. Iterations will stop when:

√((et - et-1)*(et - et-1)) < delta

where et stands for the eigenvector extracted at iteration t. The number of iterations will also be affected by the value specified via keyword MAXITER. For additional details, see Computational Approach in the Introductory Overview.

Applies to. PLS