Variable selection in regression—a tutorial

Abstract

Abstract This paper provides a practical guide to variable selection in chemometrics with a focus on regression‐based calibration models. Several approaches, such as genetic algorithms (GAs), jack‐knifing, forward selection, etc., are explained; it is also explained how to choose between different kinds of variable selection methods. The emphasis in this paper is on how to use variable selection in practice and avoid the most common pitfalls. Copyright © 2010 John Wiley & Sons, Ltd.