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

Ron Wehrens R.Wehrens at science.ru.nl
Mon Sep 13 10:26:45 CEST 2004

On Sunday 12 September 2004 14:12, Christoph Lehmann wrote:
> 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?)

The regression coefficients give the most direct information on which 
variables influence the classification, although you must be careful with the 
interpretation if the variables are correlated. So it is the absolute 
magitude that is important; why would you look at the squared values?

> OR
> 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?)
The object that is returned contains X and Y loadings (which are _not_ equal 
to te RR matrix, btw); these are mainly used for interpretation. The 
regression coefficients give information on your complete model; the loadings 
on individual components of the model.


> and what about glpls (glpls1a) ?
> shall I look at the 'coefficients' (regression coefficients)?
> Thanks for clarification
> Christoph

Ron Wehrens            
Institute for Molecules and Materials, Analytical Chemistry
Radboud University	Email: R.Wehrens at science.ru.nl
Toernooiveld 1		http://www.science.ru.nl/cac
6525 ED Nijmegen	Tel: +31 24 365 2053
The Netherlands		Fax: +31 24 365 2653

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