The multivariate calibration problem deals with inference concerning an unknown value of a covariate vector based on observation response vector. Two distinct scenarios are considered in the problem: controlled where covariates non-stochastic, and random random. Under calibration, interest is computation confidence region for that computing prediction Assuming standard normal linear regression ...

This paper proposes a multiobjective formulation for variable selection in multivariate calibration problems in order to improve the generalization ability of the calibration model. The authors applied this proposed formulation in the multiobjective genetic algorithm NSGA-II. The formulation consists in two conflicting objectives: minimize the prediction error and minimize the number of selecte...