Figure 5
From: A Partial Least Squares based algorithm for parsimonious variable selection
Performance comparison. The left panel presents the distribution of performance of in the full model, optimum model and selected models on test and training data sets for loading weights, VIP and regression coefficients, while the right panels display similar for Forward, Lasso and ST-PLS. 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.