I created a PLS model with three dependent variables using mdatools. Variable A gets the best results when using two components. However for variables B and C it would be better to use four components.
Does it make sense to use different component counts for different variables or is this not allowed in PLS?
And how is this handled in PLS-DA? If a PLS-DA model has one variable with multiple groups. Is it allowed to use different component counts for different groups?