Partial Least Squares Regression

In different researches, we deal with problems that need to predict the behavior of a response variable by a set of explanatory variables. Multiple regression is one of the statistical methods that is widely used in these type of situations. When there is a linear relation between explanatory variables we will faced with multi-collinearity problem that causes ordinary least squares estimators of regression coefficients not to be robust. Partial least squares regression is a multivariate method that used when there is high collinearity between explanatory variables. In this paper, this method is introduced.