Regularized Generalized Canonical Correlation Analysis and PLS Path Modeling

Arthur Tenenhaus (1)

1 E3S - Supélec Sciences des Systèmes

Regularized Generalized Canonical Correlation Analysis (RGCCA) and Partial Least Squares Path Modeling (PLSPM) have been proposed for studying relationships between J sets of variables observed on the same set of individual staking into account a graph of connection between blocks. The main goal of this communication, is to compare the various options of PLS-PM and RGCCA. Actually, first comparisons show very close behavior of these two approaches.

Domaines: Méthodologie [stat.ME]

Arthur Tenenhaus. Regularized Generalized Canonical Correlation Analysis and PLS Path Modeling. SIS 2013 Statistical Conference, Jun 2013, Brescia, Italy. pp.448. ⟨hal-00869374⟩