Predictive-property-ranked variable reduction in partial least squares modelling with final complexity adapted models: Comparison of properties for ranking Original Research Article

The calibration performance of partial least squares regression for one response (PLS1) can be improved by eliminating uninformative variables. Many variable-reduction methods are based on so-called predictor-variable properties or predictive properties, which are functions of various PLS-model parameters, and which may change during the steps of the variable-reduction process. Recently, a new predictive-property-ranked variable reduction method with final complexity adapted models, denoted as PPRVR-FCAM or simply FCAM, was introduced. It is a backward variable elimination method applied on the predictive-property-ranked variables. The variable number is first reduced, with constant PLS1 model complexity A, until A variables remain, followed by a further decrease in PLS complexity, allowing the final selection of small numbers of variables. In this study for three data sets the utility and effectiveness of six individual and nine combined predictor-variable properties are investigated, when used in the FCAM method. The individual properties include the absolute value of the PLS1 regression coefficient (REG), the significance of the PLS1 regression coefficient (SIG), the norm of the loading weight (NLW) vector, the variable importance in the projection (VIP), the selectivity ratio (SR), and the squared correlation coefficient of a predictor variable with the response y (COR). The selective and predictive performances of the models resulting from the use of these properties are statistically compared using the one-tailed Wilcoxon signed rank test. The results indicate that the models, resulting from variable reduction with the FCAM method, using individual or combined properties, have similar or better predictive abilities than the full spectrum models. After mean-centring of the data, REG and SIG, provide low numbers of informative variables, with a meaning relevant to the response, and lower than the other individual properties, while the predictive abilities are similar or better. SIG has the best selective ability of all individual and combined properties, while the predictive ability is similar. REG is faster than SIG. This means that variable reduction with the FCAM method is preferably conducted with properties REG or SIG. The selective ability of REG can be improved by combining it with NLW or VIP.