PREDICTIVE ABILITY OF REGRESSION MODELS.PART Ⅱ:SELECTION OF THE BEST PREDICTIVE PLS MODEL

A procedure called GOLPE is suggested in order to detect those variables which increase the predictivityof PLS models.The procedure is based on evaluating the predictive power of a number of PLS modelsbuilt by different combinations of variables selected according to a factorial design strategy.Examplesare given of the efficiency of this variable selection procedure,which shows how these predictive PLSmodels are better than those obtained by all variables and better than the corresponding ordinaryregression models.