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Variable importance in projection (VIP)

HW Haifeng Wang
YC Yinwen Chen
ZZ Zhitao Zhang
HC Haorui Chen
XL Xianwen Li
MW Mingxiu Wang
HC Hongyang Chai
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The VIP is a variable selection method based on PLSR (Oussama et al., 2012). The explanatory power of the independent variables to the dependent variables is achieved by calculating the VIP score. The independent variables are sequenced according to the explanatory power (Qi et al., 2017). The VIP score for the j-th variable is given as:

Where p is the number of independent variables; f is the total number of components; SSYf is the sum of squares of explained variance for the f-th component and p the number of independent variables. SSYtotal is the total sum of squares explained of the dependent variable. Wjf2 gives the importance of the j-th variable in each f-th component. The higher value VIPj has, the stronger explanatory power the independent variable has over the dependent variable. The VIP scores of independent variables have been recognized as a useful measure to identify important wavelengths when the score is more than 1 (Wold, Sjöström & Eriksson, 2001; Maimaitiyiming et al., 2017).

Copyright and License information:  ©2019 Wang et al.
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