Examples of variable selection in PLS

[mahynski]

Here are some examples of different approaches. It would be good to document some examples:

https://nirpyresearch.com/variable-selection-method-pls-python/

https://stats.stackexchange.com/questions/487628/pls-regression-vip-treshold-to-exclude-variables

A comparison of VIP and beta coefficient methods (plus literature citations): doi:10.1016/j.chemolab.2004.12.011. In general it appears that communities use multiple approaches so good to accommodate both if possible.

Another reference: https://docs.tibco.com/pub/stat/14.0.0/doc/html/UsersGuide/GUID-C6F8E458-97C7-4E97-A47B-52E3FCB3874D.html

Also see: Majority scoring with backward elimination in PLS for high dimensional spectrum data by Alenezi, F. et al. Sci Rep. 2021