Tagged Questions
5
votes
1answer
253 views
Bayesian variable selection — does it really work?
I thought I might toy with some Bayesian variable selection, following a nice blog post and the linked papers therein. I wrote a program in rjags (where I am quite a rookie) and fetched price data ...
3
votes
0answers
121 views
Variable Selection One by One vs Simultaneously
The high dimensional variable selection problem is really popular now. But I have a question: If I do simple linear regression regressing one response variable on 1 covariate at a time first and then ...
0
votes
0answers
113 views
A Multiple polynomial regression tool and terms selection
I'm searching for a multiple polynomial regression tool like the web-based one found here where you enter the training examples (X), the observations (...
2
votes
2answers
220 views
Variable analysis in multiple linear regression
I'm investigating how some weather variables (15) affect electricity demand in a specific area during the last 20 years. I was thinking to perform the following steps:
1. Perform Multiple Linear ...
9
votes
2answers
2k views
How to deal with collinearity issue when performing variable selection?
I've got a dataset with 9 continuous independent variables that I'm trying to select between to fit a model to a single percentage (dependent) variable, Score.
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1
vote
3answers
627 views
Use of PCA analysis to selection of variables for a regression analysis
I have too many environmental variables to use in a multiple regression analysis. If I use all the variables to models are just to complex. The use of the PCA axis in the regression analysis was ...
