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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.
Centner et al. (1996) studied this question.