Hi!
I'm fitting pls model using the pls package and plsr function. I'm wondering how to estimate the confidence interval of the regression coefficients? Or a least, test if the regression coefficients are significant different from zero?
Regards Marit
See the pls-manual vignette. Although ordinary least squares regression and partial least squares regression share words, they work differently, and different test statistics and means of assessing them exist.
pls-manual
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