I have a massive dataset, including about 5,000,000 points. There are 4 independent variables and two highly correlated dependent variables.
How should I do the regression analysis?
@StephanKolassa have told me to make a Cross-validation experiment and use the MAD as a measure to choose the best model from several alternatives. It is a very nice suggestion. But the problem is, how to get the "several alternative model" ? what methods or statistical software are recommended? Thank you!
My independent variable are the interplanetary condition components, and the dependent variable is the latitude of auroral oval boundary.
So far, the specific relationship is still unknown in physical principle, what we want to do is to get a model from the massive data which shows how these independent variables affect the dependent variable.