In this paper a robust linear regression method with variable selection is proposed for predicting desirable end-of-line quality variables in complex industrial processes. The development of such prediction models is challenging because there is usually a large pool of candidate explanatory variables, limited sample data, and multicollinearity among explanatory variables. The proposed method is named as the enumerative partial least square based nonnegative garrote regression. It employs partial least square regression in enumerative manner to generate initial model coefficients and then uses a nonnegative garrote method to shrink original coefficients so that irrelevant variables can be eliminated implicitly. Analysis about the advantages of the proposed method is provided compared to existing state-of-art model construction methods. Two simulation examples as well as an industrial application in a local semiconductor factory unit are used to validate the proposed method. These examples witness substantial improvement in terms of accuracy and robustness in variable selection compared to existing methods. Specifically, for the industrial case the percentages of improvement in terms of root mean squared error is up to 24.3% compared with the previous work. (C) 2012 Elsevier Ltd. All rights reserved.