I try to interpret a PLSr model that I used to predict a response variable using full range spectroscopy (500 - 2400 nm). I followed the method from Serbin et al. 2014 (https://doi.org/10.1890/13-2110.1) to build the PLSr model, ie to chose the number of components and to validate the model.
To interpret the model I use two different indicators, (i) the Variable importance of projection (VIP) and (ii) the coefficients of the PLSr model. I chose a threshold of 1 for the VIP so the spectral regions under 1 should be not important. In the mean-time, the coefficients which are null or close to null should have no effect in the prediction whereas coefficients which strongly departs from 0 should have an importance.
But there are some apparent contradictions that I would like to understand. I obtain spectral regions with VIP >1 with regression coefficients null or nearly null. How to interpret that?
I have the intuition that the region with VIP >1 might be regions where the X variables have a strong variability, but that doesn't really help for the prediction of the Y variables. Do I understand well?