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I trying to solve a linear regression problem and would like to select the most important variables to use. I came across the Boruta package in R.

I am using it as follows:

important_feat <- Boruta(DepVar ~ IndepVar1 + IndepVar2 + IndepVar3, data=df)

where the DepVar is my continuous dependent variable that I want to estimate for the regression.

I would like to know if I am using Boruta correctly for feature selection in regression-based problems.

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  • $\begingroup$ Have you checked the documentation? $\endgroup$ – Tim Jan 10 '18 at 15:43
  • $\begingroup$ @Tim yes, however, there was not much which explicitly provides this information. $\endgroup$ – user121 Jan 10 '18 at 15:47

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