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PRINCIPLE: The UVE algorithm detects and eliminates from a PLS model (including from 1 to A componen

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  • 標      簽: from eliminates PRINCIPLE algorithm

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PRINCIPLE: The UVE algorithm detects and eliminates from a PLS model (including from 1 to A components) those variables that do not carry any relevant information to model Y. The criterion used to trace the un-informative variables is the reliability of the regression coefficients: c_j=mean(b_j)/std(b_j), obtained by jackknifing. The cutoff level, below which c_j is considered to be too small, indicating that the variable j should be removed, is estimated using a matrix of random variables.The predictive power of PLS models built on the retained variables only is evaluated over all 1-a dimensions =(yielding RMSECVnew).

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