Selection of useful predictors in multivariate calibration.

@article{Forina2004SelectionOU,
  title={Selection of useful predictors in multivariate calibration.},
  author={Michele Forina and Silvia Lanteri and M. Concepci{\'o}n Cerrato Oliveros and Carlos Mill{\'a}n},
  journal={Analytical and bioanalytical chemistry},
  year={2004},
  volume={380 3},
  pages={397-418}
}
Ten techniques used for selection of useful predictors in multivariate calibration and in other cases of multivariate regression are described and discussed in terms of their performance (ability to detect useless predictors, predictive power, number of retained predictors) with real and artificial data. The techniques studied include classical stepwise ordinary least-squares (SOLS), techniques based on the genetic algorithms, and a family of methods based on partial least-squares (PLS… CONTINUE READING

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