The report (Figure 19.2) shows the list of predictors with their respective contributions and rank. Predictors with the highest contributions are likely to be important in predicting Y.
You can select the important predictors in the Predictor Screening report. Selecting the important predictors selects the corresponding columns in the data table, enabling you to easily enter these columns into the launch windows for modeling platforms. The Copy Selected button enables you to copy the selected columns to the clipboard so that you can paste them into a model as well. In this way, the Predictor Screening enhances the modeling process.