“…In the context of regression, Kiers and Smilde [9] did a comparison of various multiple regression methods on simulated data with collinear variables, but their study was mainly focused on prediction and comparison of the regression coefficients when predictor variables are collinear. Menendez et al [23] reported comparison of stepwise linear regression, LASSO, EN and RR, but did not cover other penalization methods, such as SPLS, PLS, PCR, RF and SVM. We compare these methods (RR, EN, LASSO, SPLS, RF, SVM, PLS, PCR), in terms of mean square error of prediction, goodness of fit, variable selection and the ranking of the variables.…”