Leverages and distances for Partial Least Squares Regression

Leverages identify observations with unusual or outlying x-values. Observations with high leverage have x-scores far from zero and can have a significant effect on the regression coefficients. Points with high leverage are not necessarily outliers in the y-space. Experts say to examine observations with leverage values greater than 2m / n, where m = number of components and n = the number of observations.

The distances from the y-model measure how well observations are fitted in the y-space. Distances from the y-model identify how well observations are described by the y-scores. An observation with a large distance value might also be an outlier.

The distance from the x-model measures how well observations are fitted in the x-space. Distances from the x-model identify how well observations are described by the x-scores. An observation with a large distance value might also be a leverage point.