Variable selection in regression-a tutorial

被引:556
|
作者
Andersen, C. M. [1 ]
Bro, R. [1 ]
机构
[1] Univ Copenhagen, Fac Life Sci, Dept Food Sci, DK-1958 Frederiksberg C, Denmark
关键词
variable selection; calibration; chemometrics; PARTIAL LEAST-SQUARES; GENETIC ALGORITHMS; SPECTROSCOPY; UNCERTAINTY;
D O I
10.1002/cem.1360
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper provides a practical guide to variable selection in chemometrics with a focus on regression-based calibration models. Several approaches, such as genetic algorithms (GAs), jack-knifing, forward selection, etc., are explained; it is also explained how to choose between different kinds of variable selection methods. The emphasis in this paper is on how to use variable selection in practice and avoid the most common pitfalls. Copyright (C) 2010 John Wiley & Sons, Ltd.
引用
下载
收藏
页码:728 / 737
页数:10
相关论文
共 50 条
  • [31] Variable importance assessment in sliced inverse regression for variable selection
    Jlassi, Ines
    Saracco, Jerome
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2019, 48 (01) : 169 - 199
  • [32] A Simple Method for Variable Selection in Regression with Respect to Treatment Selection
    Gunter, Lacey
    Chernick, Michael
    Sun, Jiajing
    PAKISTAN JOURNAL OF STATISTICS AND OPERATION RESEARCH, 2011, 7 (02) : 363 - 380
  • [33] Variable selection and transformation in linear regression models
    Yeo, IK
    STATISTICS & PROBABILITY LETTERS, 2005, 72 (03) : 219 - 226
  • [34] Simultaneous variable selection for heteroscedastic regression models
    Zhang, Zhongzhan
    Wang, Darong
    PROCEEDINGS OF THE INTERNATIONAL SYMPOSIUM ON FINANCIAL ENGINEERING AND RISK MANAGEMENT 2008, 2008, : 141 - 143
  • [35] Componentwise variable selection in finite mixture regression
    Chen, Bin
    Ye, Keying
    STATISTICS AND ITS INTERFACE, 2015, 8 (02) : 239 - 254
  • [36] Variable Selection by Stepwise Slicing in Nonparametric Regression
    Nong, Jifu
    INTERNATIONAL JOINT CONFERENCE ON COMPUTATIONAL SCIENCES AND OPTIMIZATION, VOL 1, PROCEEDINGS, 2009, : 430 - 433
  • [37] Bayesian Variable Selection for Survival Regression in Genetics
    Tachmazidou, Ioanna
    Johnson, Michael
    De Iorio, Maria
    GENETIC EPIDEMIOLOGY, 2010, 34 (08) : 985 - 985
  • [38] Variable Selection in Linear Regression With Many Predictors
    Cai, Airong
    Tsay, Ruey S.
    Chen, Rong
    JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS, 2009, 18 (03) : 573 - 591
  • [39] Coefficients of determinations for variable selection in the MSAE regression
    André, CDS
    Elian, SN
    Narula, SC
    Tavares, RA
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2000, 29 (03) : 623 - 642
  • [40] RESPONSE VARIABLE SELECTION IN MULTIVARIATE LINEAR REGRESSION
    Khare, Kshitij
    Su, Zhihua
    STATISTICA SINICA, 2024, 34 (03) : 1325 - 1345