Comparison of ridge regression, partial least-squares, pairwise correlation, forward- and best subset selection...

A quantitative structure-retention relationship (QSRR) study based on multiple linear regression (MLR) was performed for the description and prediction of Kováts retention indices (RI) of alcohol compounds. Alcohols were of saturated, linear or branched types and contained a hydroxyl group on the primary, secondary or tertiary carbon atoms. Constitutive and weighted holistic invariant molecular (WHIM) descriptors were used to represent the structure of alcohols in the MLR models. Before the model building, five variable selection methods were applied to select the most relevant variables from a large set of descriptors, respectively. The selected molecular properties were included into the MLR models. The efficiency of the variable selection methods was also compared. The selection methods were as follows: ridge regression (RR), partial least-squares method (PLS), pair-correlation method (PCM), forward selection (FS) and best subset selection (BSS). The stability and the validity of the MLR models were tested by a cross-validation technique using a leave-n-out technique. Neither RR nor PLS selected variables were able to describe the Kováts retention index properly, and PCM gave reliable results in the description but not for prediction. We built models with good predicting ability using FS and BSS as a selection method. The most relevant variables in the description and prediction of RIs were the mean electrotopological state index, the molecular mass, and WHIM indices characterizing size and shape.