Figure 4
From: A Partial Least Squares based algorithm for parsimonious variable selection
The distribution of selected variables. The distribution of the number of variables selected by the optimum model and selected model for loading weights, VIP and regression coefficients is presented in upper panels, while lower panels display similar for Forward, Lasso and ST-PLS. The horizontal axes are the number of retained variables as percentage of the full model (with 4160 variables). All results are based on 100 random samples from the full data set, where 75% of the objects are used as training data and 25% as test data in each sample.