Variance of the VIP statistics from PLS

Hi Kim-Anh,

Thank you very much for taking the time to respond to my inquiry, I sincerely appreciate it!

This makes sense, as I have only ever seen 95% CIs for VIPs obtained via jack-knife resampling. Perhaps that can be something to consider adding in future iterations? Just a thought!

And thank you for sharing this information on how the VIP is calculated. It is also very helpful to me.

All the best!