Determinants of the Net Interest Margin in the Banking Institutions: Contribution of PLS Regression Compared to the Principal Components Regression. Benammou Salwa and Mlayeh Chahrazed.. La revue MODULAD, numéro 41, 2010.

Abstract
Partial Least Squares regression and Principal Components Regression make possible to relate a set of dependant variables Y to a set of independent variables X, when there is multicollinearity. This paper suggests a new approach for analyzing the net interest margin. After using the PCR method, the determinants of the net interest margin have been viewed through a PLS model.

Key words
Partial Least Squares Regression, Principal Components Regression, net interest margin

.

Article