## Models and results

Like we discussed for PCA, *matools* creates two types of objects — a model and a result. Every time you build a PLS model you get a *model object*. Every time you apply the model to a dataset you get a *result object*. For PLS, the objects have classes `pls`

and `plsres`

correspondingly.

### Model calibration

Let’s use the same *People* data and create a PLS-model for prediction of *Shoesize* (column number four) using other 11 variables as predictors. As usual, we start with preparing datasets (we will also split the data into calibration and test subsets):

```
library(mdatools)
data(people)
= seq(4, 32, 4)
idx = people[-idx, -4]
Xc = people[-idx, 4, drop = FALSE]
yc = people[idx, -4]
Xt = people[idx, 4, drop = FALSE] yt
```

So `Xc`

and `yc`

are predictors and response values for calibration subset. Now let’s calibrate the model and show an information about the model object:

`= pls(Xc, yc, 7, scale = TRUE, info = "Shoesize prediction model") m `

`## Warning in selectCompNum.pls(model, selcrit = ncomp.selcrit): No validation results were found.`

You can notice that the calibration succeeded but there is also a warning about lack of validation. For supervised models, which have complexity parameter (in this case — number of components), doing proper validation is important as it helps to find the optimal complexity. When you calibrate PLS model the calibration also tries to find the optimal number (details will be discussed later in this chapter) and this needs some validation. The easiest thing to do is to use cross-validation, we start with its simplest form — the full cross-validation (`cv = 1`

):

```
= pls(Xc, yc, 7, scale = TRUE, cv = 1, info = "Shoesize prediction model")
m = selectCompNum(m, 3) m
```

Besides that, the procedure is very similar to PCA, here we use 7 latent variables and select 3 first as an optimal number using the same method, `selectCompNum()`

.

Here is an info for the model object:

`print(m)`

```
##
## PLS model (class pls)
##
## Call:
## selectCompNum.pls(obj = m, ncomp = 3)
##
## Major fields:
## $ncomp - number of calculated components
## $ncomp.selected - number of selected components
## $coeffs - object (regcoeffs) with regression coefficients
## $xloadings - vector with x loadings
## $yloadings - vector with y loadings
## $weights - vector with weights
## $res - list with results (calibration, cv, etc)
##
## Try summary(model) and plot(model) to see the model performance.
```

As expected, we see loadings for predictors and responses, matrix with weights, and a special object (`regcoeffs`

) for regression coefficients.

#### Regression coefficients

The values for regression coefficients are available in `m$coeffs$values`

, it is an array with dimension *nVariables x nComponents x nPredictors*. The reason to use the object instead of just an array is mainly for being able to get and plot regression coefficients for different methods. Besides that, it is possible to calculate confidence intervals and other statistics for the coefficients using Jack-Knife method (will be shown later), which produces extra entities.

The regression coefficients can be shown as plot using either function `plotRegcoeffs()`

for the PLS model object or function `plot()`

for the object with regression coefficients. You need to specify for which predictor (if you have more than one y-variable) and which number of components you want to see the coefficients for. By default it shows values for the optimal number of components and first y-variable as it is shown on example below.

```
par(mfrow = c(2, 2))
plotRegcoeffs(m)
plotRegcoeffs(m, ncomp = 2)
plot(m$coeffs, ncomp = 3, type = "b", show.labels = TRUE)
plot(m$coeffs, ncomp = 2)
```

The model keeps regression coefficients, calculated for centered and standardized data, without intercept, etc. Here are the values for three PLS components.

`show(m$coeffs$values[, 3, 1])`

```
## Height Weight Hairleng Age Income Beer Wine Sex Swim Region IQ
## 0.210411676 0.197646483 -0.138824482 0.026613035 -0.000590693 0.148917913 0.138138095 -0.138824482 0.223962000 0.010392542 -0.088658626
```

You can see a summary for the regression coefficients object by calling function `summary()`

for the object `m$coeffs`

like it is show below. By default it shows only estimated regression coefficients for the selected y-variable and number of components. However, if you use cross-validation, Jack-Knifing method will be used to compute some statistics, including standard error, p-value (for test if the coefficient is equal to zero in population) and confidence interval. All statistics in this case will be shown automatically with `summary()`

as you can see below.

`summary(m$coeffs)`

```
##
## Regression coefficients for Shoesize (ncomp = 1)
## ------------------------------------------------
## Coeffs Std. err. t-value p-value 2.5% 97.5%
## Height 0.176077659 0.01594024 11.03 0.000 0.14310275 0.20905257
## Weight 0.175803980 0.01598815 10.98 0.000 0.14272997 0.20887799
## Hairleng -0.164627444 0.01638528 -10.04 0.000 -0.19852297 -0.13073192
## Age 0.046606027 0.03718827 1.25 0.225 -0.03032377 0.12353583
## Income 0.059998121 0.04047132 1.47 0.155 -0.02372318 0.14371942
## Beer 0.133136867 0.01116749 11.89 0.000 0.11003515 0.15623859
## Wine 0.002751573 0.03542518 0.08 0.936 -0.07053100 0.07603415
## Sex -0.164627444 0.01638528 -10.04 0.000 -0.19852297 -0.13073192
## Swim 0.173739533 0.01516461 11.44 0.000 0.14236915 0.20510992
## Region -0.031357608 0.03590576 -0.87 0.395 -0.10563433 0.04291911
## IQ -0.003353428 0.03841171 -0.08 0.934 -0.08281410 0.07610725
##
## Degrees of freedom (Jack-Knifing): 23
```

You can also get the corrected coefficients, which can be applied directly to the raw data (without centering and standardization), by using method `getRegcoeffs()`

:

`show(getRegcoeffs(m, ncomp = 3))`

```
## Estimated
## Intercept 1.251537e+01
## Height 8.105287e-02
## Weight 5.110732e-02
## Hairleng -5.375404e-01
## Age 1.147785e-02
## Income -2.580586e-07
## Beer 6.521476e-03
## Wine 1.253340e-02
## Sex -5.375404e-01
## Swim 1.164947e-01
## Region 4.024083e-02
## IQ -2.742712e-02
## attr(,"name")
## [1] "Regression coefficients for Shoesize"
```

#### Result object

Similar to PCA, model object contains list with result objects (`res`

), obtained using calibration set (`cal`

), cross-validation (`cv`

) and test set validation (`test`

). All three have class `plsres`

, here is how `res$cal`

looks like:

`print(m$res$cal)`

```
##
## PLS results (class plsres)
##
## Call:
## plsres(y.pred = yp, y.ref = y.ref, ncomp.selected = object$ncomp.selected,
## xdecomp = xdecomp, ydecomp = ydecomp)
##
## Major fields:
## $ncomp.selected - number of selected components
## $y.pred - array with predicted y values
## $y.ref - matrix with reference y values
## $rmse - root mean squared error
## $r2 - coefficient of determination
## $slope - slope for predicted vs. measured values
## $bias - bias for prediction vs. measured values
## $ydecomp - decomposition of y values (ldecomp object)
## $xdecomp - decomposition of x values (ldecomp object)
```

The `xdecomp`

and `ydecomp`

are objects similar to `pcares`

, they contain scores, residuals and variances for decomposition of X and Y correspondingly.

`print(m$res$cal$xdecomp)`

```
##
## Results of data decomposition (class ldecomp).
##
## Major fields:
## $scores - matrix with score values
## $T2 - matrix with T2 distances
## $Q - matrix with Q residuals
## $ncomp.selected - selected number of components
## $expvar - explained variance for each component
## $cumexpvar - cumulative explained variance
```

Other fields are mostly various performance statistics, including slope, coefficient of determination (R^{2}), bias, and root mean squared error (RMSE). Besides that, the results also include reference y-values and array with predicted y-values. The array has dimension *nObjects x nComponents x nResponses*.

PLS predictions for a new set can be obtained using method `predict`

:

```
= predict(m, Xt, yt)
res print(res)
```

```
##
## PLS results (class plsres)
##
## Call:
## plsres(y.pred = yp, y.ref = y.ref, ncomp.selected = object$ncomp.selected,
## xdecomp = xdecomp, ydecomp = ydecomp)
##
## Major fields:
## $ncomp.selected - number of selected components
## $y.pred - array with predicted y values
## $y.ref - matrix with reference y values
## $rmse - root mean squared error
## $r2 - coefficient of determination
## $slope - slope for predicted vs. measured values
## $bias - bias for prediction vs. measured values
## $ydecomp - decomposition of y values (ldecomp object)
## $xdecomp - decomposition of x values (ldecomp object)
```

If reference y-values are not provided to `predict()`

function, then all predictions are computed anyway, but performance statistics (and corresponding plot) will be not be available.