A new method for the elimination of uninformative variables in multiva
riate data sets is proposed. To achieve this, artificial (noise) varia
bles are added and a closed form of the PLS or PCR model is obtained f
or the data set containing the experimental and the artificial variabl
es. The experimental variables that do not have more importance than t
he artificial variables, as judged from a criterion based on the b coe
fficients, are eliminated. The performance of the method is evaluated
on simulated data, Practical aspects are discussed on experimentally o
btained near-IR data sets, It is concluded that the elimination of uni
nformative variables can improve predictive ability.