We will do this by doing a 50/50 split of the data. įirst, we must prepare our data by dividing it into a training and test set. library ( pls ) library ( Ecdat ) data ( "Mroz" ) str ( Mroz ) # 'ame': 753 obs. In this post, we will use predict “income” in the “Mroz” dataset using pls. This means that when pls is used the linear combination of the new features helps to explain both the independent and dependent variables in the model. What this means is that the dependent variable is used to help create the new components form the original variables. Partial least squares regression is a form of regression that involves the development of components of the original variables in a supervised way.