I’m using PLS-DA and PLS to analyze metabolomic data. To select the important variables I use a VIP higher than 1 and loadings different from zero. However, I need the standard error associated with the estimation of these loadings to know if the interval of loading values containing the zero. In this case, these variables are not important for my analysis. Where or How I can obtain this error for the estimation of the loadings?
Thanks in advance,