Modern software packages (R, SAS, SPSS)  will give you the statistical significance of the individual parameter estimates.  What software package are you using?

It is not clear what "ranking" would mean in this context. You may want to clarify what you have in mind.

Hi salvatore

I use sofware Matlab. I want identify the significance of several parameters in order to remove less important parmeters. That allows to reduce the complexity of the prediction model which we want to develop I found that some papers identify the significance based on the regression methods such as SVM, Pace regression algorithm, etc., but the  process is not clear.

For ranking is just the classification of parameters based on their significance.

Dear Hosein

Thanks a lot for your help

You can check the parameters in the least squares method by using mathematically  with t test. Or the value of z or t can be used to look at the confidence interval.

Thank you very much Serkan

you use stepwise regression, its calculate significance parameters of this model.