I leant that we can use chi-squared test for feature selection, especially this is useful on categorial features.
But as we need to create the contingency table and so forth. I am not sure if I can still apply this method on numerical response.
I've seen similar practices on chi squared for continuous features, the post saying that we can discretize the numerical feature into categorical one. I wonder if we can and we should use the same trick when it comes to numerical response.
Many thanks for your insightful feedbacks.