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Partial least squares regression with compositional response variables and covariates
Journal of Applied Statistics ( IF 1.2 ) Pub Date : 2020-07-22 , DOI: 10.1080/02664763.2020.1795813
Jiajia Chen 1 , Xiaoqin Zhang 1 , Karel Hron 2
Affiliation  

ABSTRACT

The common approach for regression analysis with compositional variables is to express compositions in log-ratio coordinates (coefficients) and then perform standard statistical processing in real space. Similar to working in real space, the problem is that the standard least squares regression fails when the number of parts of all compositional covariates is higher than the number of observations. The aim of this study is to analyze in detail the partial least squares (PLS) regression which can deal with this problem. In this paper, we focus on the PLS regression between more than one compositional response variable and more than one compositional covariate. First, we give the PLS regression model with log-ratio coordinates of compositional variables, then we express the PLS model directly in the simplex. We also prove that the PLS model is invariant under the change of coordinate system, such as the ilr coordinates with a different contrast matrix or the clr coefficients. Moreover, we give the estimation and inference for parameters in PLS model. Finally, the PLS model with clr coefficients is used to analyze the relationship between the chemical metabolites of Astragali Radix and the plasma metabolites of rat after giving Astragali Radix.



中文翻译:


具有成分响应变量和协变量的偏最小二乘回归


 抽象的


使用成分变量进行回归分析的常用方法是用对数比坐标(系数)来表达成分,然后在实际空间中执行标准统计处理。与在真实空间中工作类似,问题是当所有组成协变量的部分数量高于观测值数量时,标准最小二乘回归会失败。本研究的目的是详细分析可以处理该问题的偏最小二乘(PLS)回归。在本文中,我们重点研究多个成分响应变量和多个成分协变量之间的 PLS 回归。首先,我们给出具有成分变量的对数比坐标的PLS回归模型,然后我们直接用单纯形来表达PLS模型。我们还证明了PLS模型在坐标系变化下保持不变,例如具有不同对比矩阵的ilr坐标或clr系数。此外,我们还给出了PLS模型中参数的估计和推断。最后采用带clr系数的PLS模型分析黄芪化学代谢物与大鼠服用黄芪后血浆代谢物的关系。

更新日期:2020-07-22
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