Stepwise Regression works as follows if I'm correct: fit the initial model add the variable which has its f-stat larger than a in-threshold and repeat step 2. if there are no candidates to enter - ...
My client wants me to implement Variable selection methods i.e. Forward, Backward, Step and LASSO in VB .Net platform including p-value and AIC. I have no idea about the steps involved to calculate ...
I have a set of 20 predictor variables, and I want to formulate a regression model by applying my own variable selection technique basically with backward approach (just for an experiment purpose.) ...
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 ...
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 ...
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 ...
I have a dataset with 9 continuous independent variables. I'm trying to select amongst these variables to fit a model to a single percentage (dependent) variable, ...
I have too many environmental variables to use in a multiple regression analysis. If I use all the variables the models are just too complex. The use of the PCA axes in the regression analysis was ...