Quadratic PLS regression

We treat here an extension of linear PLS regression to include regression on quadratic PLS components. The quadratic regression can be viewed as a natural extention of linear PLS regression to quadratic PLS according to the H‐principle of mathematical modelling. The numerical implementation is treated in detail. It is shown that this approach can be used for models with large numbers of variables. Some modelling strategies are discussed depending on the purpose of the modelling. Applications of this approach are treated.