[R] Variable Importance in pls: R or B? (and in glpls?)

Christoph Lehmann christoph.lehmann at gmx.ch
Sun Sep 12 14:12:37 CEST 2004

Dear R-users, dear Ron

I use pls from the pls.pcr package for classification. Since I need to 
know which variables are most influential onto the classification 
performance, what criteria shall I look at:

a) B, the array of regression coefficients for a certain model (means a 
certain number of latent variables) (and: squared or absolute values?)


b) the weight matrix RR (or R in the De Jong publication; in Ding & 
Gentleman this is the P Matrix and called 'loadings')? (and again: 
squared or absolute values?)

and what about glpls (glpls1a) ?
shall I look at the 'coefficients' (regression coefficients)?

Thanks for clarification


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