Timeline for Is it worthwhile to use LASSO for variable selection even if it is cumbersome?
Current License: CC BY-SA 4.0
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| Nov 8, 2023 at 17:25 | history | edited | Christian Hennig | CC BY-SA 4.0 |
Typos corrected
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| Dec 25, 2022 at 16:37 | comment | added | Christian Hennig | @CrossVal_Asker I don't think variable selection will help with your problem. You may rather be interested in causal inference using graphical models. | |
| Dec 25, 2022 at 11:57 | comment | added | CrossVal_Asker | Thanks for your thorough answer and Merry Christmas! I think I may have phrased the question not precicely enough. Yes my goal is to understand real world relationships. More precisely: I think the independent variables are not just correlated by chance. I think they are layered effects. Like x1 and x2 directly influence Y, but x1 itself is influenced by x4 and x7. I think that's the case because all independend variables are correlated and because of prior theoretic research. That's why I did the stepwise. Do you know what to Google to get help with that problem? | |
| Dec 25, 2022 at 10:11 | history | answered | Christian Hennig | CC BY-SA 4.0 |