6.7.9. Coefficient plots in PLS

After building an initial PLS model one of the most informative plots to investigate are plots of the \(\mathbf{r:c}\) vectors: using either bar plots or scatter plots. (The notation \(\mathbf{r:c}\) implies we superimpose a plot of \(\mathbf{r}\) on a plot of \(\mathbf{c}\).) These plots show the relationship between variables in \(\mathbf{X}\), between variables in \(\mathbf{Y}\), as well as the latent variable relationship between these two spaces. The number of latent variables, \(A\), is much smaller number than the original variables, \(K + M\), effectively compressing the data into a small number of informative plots.

There are models where the number of components is of moderate size, around \(A\) = 4 to 8, in which case there are several combinations of \(\mathbf{r:c}\) plots to view. If we truly want to understand how all the \(\mathbf{X}\) and \(\mathbf{Y}\) variables are related, then we must spend time investigating all these plots. However, the coefficient plot can be a useful compromise if one wants to learn, in a single plot,how the \(\mathbf{X}\) variables are related to the \(\mathbf{Y}\) variables using all \(A\) components.

The coefficient plot is derived as follows. First preprocess the new observation, \(\mathbf{x}_\text{new,raw}\), to obtain \(\mathbf{x}_\text{new}\).

  • Project the new observation onto the model to get scores: \(\mathbf{t}'_\text{new} = \mathbf{x}'_\text{new} \mathbf{R}\).

  • Calculate the predicted \(\widehat{\mathbf{y}}'_\text{new} = \mathbf{t}'_\text{new} \mathbf{C}'\) using these scores.

  • Now combine these steps:

    \[\begin{split}\begin{array}{rcl} \widehat{\mathbf{y}}'_\text{new} &=& \mathbf{t}'_\text{new} \mathbf{C}' \\ \widehat{\mathbf{y}}'_\text{new} &=& \mathbf{x}'_\text{new} \mathbf{R} \mathbf{C}' \\ \widehat{\mathbf{y}}'_\text{new} &=& \mathbf{x}'_\text{new} \beta \end{array}\end{split}\]

    where the matrix \(\beta\) is a \(K \times M\) matrix: each column in \(\beta\) contains the regression coefficients for all \(K\) of the \(\mathbf{X}\) variables, showing how they are related to each of the \(M\) \(\mathbf{Y}\)-variables.

From this derivation we see these regression coefficients are a function of all the latent variables in the model, since \(\mathbf{R} = \mathbf{W}\left(\mathbf{P}'\mathbf{W}\right)^{-1}\) as shown in an earlier section of these notes.

In the example below there were \(A=6\) components, and \(K=14\) and \(M=5\). Investigating all 6 of the \(\mathbf{r:c}\) vectors is informative, but the coefficient plot provides an efficient way to understand how the \(\mathbf{X}\) variables are related to this particular \(\mathbf{Y}\) variable across all the components in the model.

../../figures/pls/coefficient-plot-LDPE.R

In this example the Tin, z2, Tcin2 and Tmax2, Fi2, Fi1, Tmax1, and Press variables are all related to conversion, the \(\mathrm{y}\) variable. This does not imply a cause and effect relationships, rather it just shows they are strongly correlated.