I am using PROC PLS in SAS with multiple independent variables and multiple dependent variables. I would like to know how my independent variables are contributing to the scores for the first couple of generated components.
For example, if I was using principal components instead of partial least squares, I would look at the eigenvectors (principal component loadings) to determine this. Is there something similar I can look at for partial least squares? In the SAS documentation it refers to something called a "weight vector" that seems to be roughly what I want - but there does not appear to be any way of extracting it.
General suggestions for approaching this problem would also be appreciated!