Premium
Model validation by permutation tests: Applications to variable selection
Author(s) -
Lindgren Fredrik,
Hansen Björn,
Karcher Walter,
Sjöström Michael,
Eriksson Lennart
Publication year - 1996
Publication title -
journal of chemometrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.47
H-Index - 92
eISSN - 1099-128X
pISSN - 0886-9383
DOI - 10.1002/(sici)1099-128x(199609)10:5/6<521::aid-cem448>3.0.co;2-j
Subject(s) - permutation (music) , resampling , feature selection , selection (genetic algorithm) , variable (mathematics) , regression analysis , computer science , statistics , mathematics , artificial intelligence , machine learning , mathematical analysis , physics , acoustics
Regression model validation by permutation tests was explored. Especially in cases where the model significance is doubtful, a permutation test adds crucial information which can often can be decisive for the existence of the model. The background and applicability of the test procedure are described. As an example, the use of permutation tests was extended to validation and investigation of four predictor variable selection techniques, namely MUSEUM, GOLPE, VIP and IVS‐PLS. The selection methods are briefly reviewed and compared. The permutation tests were applied before, during and after variable selection. Some similarities and differences in the behaviour of the variable selection techniques were found and are commented upon. © 1996 by John Wiley & Sons, Ltd.