Q2.total negative in perf.pls

Hi,

I am performing PLS on my dataset. It says that I should select the components whose Q2.total is less than 0.0975. However, the Q2.total for all my components are negative. How reliable is it to choose the variables whose Q2 is negative.

Thank you.

Hello,
Are you using a sparse PLS for variable selection or not at all?
A Q2.total negative means that the prediction error sum of squares, PRESS (during cross validation) is much higher that the Residual Sum of Squares error, RSS.
Q2.total = 1 - (PRESS/RSS) where both PRESS and RSS are calculated for each Y variable and added.

Indeed if you start negative this is not a good sign, and could be due to either a bad fit, or too many variables (in either X or Y).

Kim-Anh