I have a regression model to build, with data having few categorical variables and my target variable is continuous. I wish to implement chi-square test for feature selection of categorical variables in my model. So converting target variable into classes and then implementing chi-sqr upon it, is a correct approach or there is any other better technique.

  • $\begingroup$ Why would you need to convert transform you dependent variable into a categorical one? $\endgroup$ – Lucas Farias Mar 30 at 13:01
  • $\begingroup$ Chi square should be performed upon 2 categorical variables, correct me if I'm wrong. New to this field. $\endgroup$ – Jagrut Panchal Mar 31 at 12:43
  • $\begingroup$ Is chi-square a resctriction, could you use another test? $\endgroup$ – Lucas Farias Apr 2 at 12:47

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