Noise in regression coefficients: an indicator of data overfitting

"One well-known sign of over-fitting is the appearance of noise in regression coefficients; this often takes the form of a reduction in apparent structure and the presence of sharp peaks with a high degree of directional oscillation, features which are usually estimated subjectively. "

(Preventing over-fitting in PLS calibration models of near-infrared (NIR) spectroscopy data using regression coefficients

A.A. Gowen, G. Downey, C. Esquerre, C. P. O'Donnell

Journal of Chemometrics

Special Issue: WSC-7: 7th Winter Symposium on Chemometrics

Volume 25, Issue 7, pages 375–381, July 2011)