A TEST OF SIGNIFICANCE FOR PARTIAL LEAST SQUARES REGRESSION

Partial least squares (PLS) regression is a commonly used statistical technique for performingmultivariate calibration, especially in situations where there are more variables than samples. Choosingthe number of factors to include in a model is a decision that all users of PLS must make, but iscomplicated by the large number of empirical tests available. In most instances predictive ability is themost desired property of a PLS model and so interest has centred on making this choice based on aninternal validation process. A popular approach is the calculation of a cross-validated r~2 to gauge howmuch variance in the dependent variable can be explained from leave-one-out predictions. Using MonteCarlo simulations for different sizes of data set, the influence of chance effects on the cross-validationprocess is investigated. The results are presented as tables of critical values which are compared againstthe values of cross-validated r~2 obtained from the user's own data set. This gives a formal test forpredictive ability of a PLS model with a given number of dimensions.     

THE CONSTRUCTION OF SIMULTANEOUS OPTIMAL EXPERIMENTAL DESIGNS FOR SEVERAL POLYNOMIALS IN THE CALIBRATION OF ANALYTICAL METHODS

In this paper a criterion is described for the construction of experimental designs for the evaluation ofcalibration models in analytical chemistry.The proposed criterion seeks a compromise between theD-optimal designs for estimating the parameters of different polynomial models.A computer algorithmis presented for a sequential construction of experimental designs using the optimality criterion.Theperformance of the optimality criterion and the computer algorithm is elaborated for the problem ofdiscrimination between a first-to a third-degree polynomial for the calibration of analytical methods.Anexperimental design consisting of replicate measurements at five distinct levels equally spaced over thecalibration range proved a good solution.     

THE EFFECT OF MEAN CENTERING ON PREDICTION IN MULTIVARIATE CALIBRATION

Traditionally,one form of preprocessing in multivariate calibration methods such as principal componentregression and partial least squares is mean centering the independent variables(responses)and thedependent variables(concentrations).However,upon examination of the statistical issue of errorpropagation in multivariate calibration,it was found that mean centering is not advised for some datastructures.In this paper it is shown that for response data which(i)vary linearly with concentration,(ii)have no baseline(when there is a component with a non-zero response that does not change inconcentration)and(iii)have no closure in the concentrations(for each sample the concentrations of allcomponents add to a constant,e.g.100%)it is better not to mean center the calibration data.That is,the prediction errors as evaluated by a root mean square error statistic will be smaller for a model madewith the raw data than a model made with mean-centered data.With simulated data relativeimprovements ranging from 1% to 13% were observed depending on the amount of error in thecalibration concentrations and responses.