I am attempting to build a performance attribution model and have
multicollinearity among my variables. As I would prefer not to remove
variables, I am trying to program a PLS regression in SAS. I know from
a previous posting that SAS has PROC PLS. MATLAB code to perform PLS.
First, I need to know if this code will perform the regression using
matrices. I believe Don Burrill posted this in a reply to a related
question.
Second, do I need to understand the PLS process to be able to program
it in SAS, or can I just understand the inputs/outputs and be ok? (i.e.
do I need to understand the black box to be able use it?)
Third, any other advice is appreciated.
Thanks in advance for any and all help.
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