Research Article
A PLS Approach to Measuring Investor Sentiment in Chinese Stock Market
Table 2
Preliminary fitting results of PLS model.
(a) The sum of squares of errors corresponding to the number of principal components |
| ā | (Intercept) | 1 comp | 2 comps | 3 comps | 4 comps | 5 comps |
| CV | 0.156 | 0.0371 | 0.0311 | 0.0297 | 0.0286 | 0.0286 | adjCV | 0.156 | 0.0371 | 0.0311 | 0.0297 | 0.0286 | 0.0286 |
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(b) The cumulative contribution rate of variance of different principal components |
| ā | 1 comp | 2 comps | 3 comps | 4 comps | 5 comps |
| | 81.38 | 90.96 | 96.87 | 98.91 | 100.00 | | 94.44 | 96.10 | 96.49 | 96.74 | 96.74 |
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