 changed title to Explained_variance calculation
Hello,
Could you please explain how the explained_variance is calculated ?
In particular, in a 2 X/blocks and 1 Y setting and using the block.pls function in regression mode with ncomp = 2, if I sum the 4 explained_variances (2 per X/block * 2 components), I get a value greater than 1, which puzzles me ...
Does it mean that the explained_variance is calculated for each X/block as if the other X/blocks didn't exist, and not at the global level ?
Thanks in advance, Arnaud
PS : I read the help file for explained_variance and the DIABLO article but couldn't find the explanation ...
Comments (8)

reporter 
reporter  edited description

Hello Arnaud,
The explained_variance is indeed calculated for each block independently.
The explained_variance of block Z is the percentage of the variance of Z that is explained by the Zcomponents only. It is an indicator of how much the Zcomponents sums up the information of the initial Z, since the Zcomponents (variates$Z) are artificial components in which Z is projected (and only Z).
Hope that helps

Florian

reporter Thanks Florian.
So if one wants to have the percentage of Y explained by a given X/Zcomponent (which is what I was really interested in, rather the percentage of a given X/Z block's variance explained by its components), should one just compute the square of the correlation between this X/Zcomponent (for a given block) and Y ?
Thanks in advance, Arnaud

Yes that would probably be the way to go

Florian

reporter Thanks Florian. And best wishes for 2017 !

Happy New Year to you too!

 changed status to resolved
 edited description
 Log in to comment