A new method for the elimination of uninformative variables in multivariate data sets is proposed. To achieve this, artificial (noise) variables are added and a closed form of the PLS or PCR model is obtained for the data set containing the experimental and the artificial variables. The experimental variables that do not have more importance than the artificial variables, as judged from a criterion based on the b coefficients, are eliminated. The performance of the method is evaluated on simulated data. Practical aspects are discussed on experimentally obtained near-IR data sets. It is concluded that the elimination of uninformative variables can improve predictive ability.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.