Outside the physical sciences, few
systems or properties can be described precisely in terms of a
single variable. The major part of scientific and industrial
investigations results in data that are multivariate, and, in
addition, collinear.
Approximately in all of variable
selection methods have been used from dependent variables and
used for a specific case, so we can called them as a supervised
variable selection. If there is a way to select the informative
variable without considering to the dependent variables, we can
say that selected variables have important and informative part
of variance in data and can be used for any set of dependent
variables. Some methods such as PCA and PLS reduce data
variables to the much less than variables (Latent Variables),
which do not have physical meaning.
Here, we want to investigate a method to
select the informative part of a data without considering to the
dependent variables, also from original variables.
At first Gram-Schmidt Orthogonalization
(GSO) were used in order to removing collinearity and redundancy
between the descriptors. Selection of informative variables is
based on PLS modeling of orthogonalized data with principal
components of independent variables. Then, Jack-knife resampling
with a significant test applied as a criterion for selection of
informative variables.
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