I have a table with a couple hundred columns and a few hundred thousand rows and want to determine which combination of 5-10 columns best correlate with a target column.
I have SQL Server and Excel but no budget beyond that.
My current plan is:
- Pull the table into Excel
- Use the correl() function on each column
- Combine subsets of the best correlated columns to see if their combined correlation coefficient improves. (i.e. new ab merge column =A1*1000+B1)
Is there a better way to do this?