[Feature Request]: canonical correlation analysis, principal components regression, PLS regression and canonical powered partial least squares

[TarandeepKang]

Description

New regression and correlation procedures

Purpose

No response

Use-case

These procedures are useful when there is a high degree of multicollinearity among variables and for the PLS procedures in this context as well as when there are fewer observations than variables-

Is your feature request related to a problem?

Multicollinearity and small sample size was difficulties with standard regression approaches canonical correlation and PLS procedures address this

Is your feature request related to a JASP module?

Regression

Describe the solution you would like

Implementation of canonical correlation and PLS based regression procedures

Describe alternatives that you have considered

Using R or SPSS (which has available extensions for this)

Additional context

Details of implementation are available in the articles below. In particular, the CCA package can be used to implement canonical correlation, the PLS package for each of the other procedures I mention, and the plsVarSel package for variable selection in the PLS context.%

González, I., Déjean, S., Martin, P. G. P., & Baccini, A. (2008). CCA: An R Package to Extend Canonical Correlation Analysis. Journal of Statistical Software, 23, 1–14. https://doi.org/10.18637/jss.v023.i12 Indahl, U. G., Liland, K. H., & Næs, T. (2009). Canonical partial least squares—A unified PLS approach to classification and regression problems. Journal of Chemometrics, 23(9), 495–504. https://doi.org/10.1002/cem.1243 Mehmood, T., Liland, K. H., Snipen, L., & Sæbø, S. (2012). A review of variable selection methods in Partial Least Squares Regression. Chemometrics and Intelligent Laboratory Systems, 118, 62–69. https://doi.org/10.1016/j.chemolab.2012.07.010 Mevik, B.-H., & Wehrens, R. (2007). The pls Package: Principal Component and Partial Least Squares Regression in R. Journal of Statistical Software, 18, 1–23. https://doi.org/10.18637/jss.v018.i02

[tomtomme]

@TarandeepKang

So you want more features added to the PLS SEM module or should this be a new module under regression?

• [ ] Canonical Correlation
• [ ] Canonical powered partial least squares
• [ ] PLS regression
• [ ] PCR

[TarandeepKang]

Apologies Thomas, but I only just saw you have responded to this. There is no PLS module? Shouldn't these just be additional tests within the regression model? Or is there a PLS module I don't know anything about?