Linked Questions

0
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1answer
3k views

Main Drawbacks of stepwise regression [duplicate]

People typically prefer the Lasso or other methods to stepwise regression. What are the main problems in stepwise regression which makes it unreliable specifically the problems with forward selection ...
0
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0answers
667 views

p-values for feature selection [duplicate]

I am doing multiple regression analysis, in which i want to eliminate some of the insignificant features. In most of the machine learning books subset selection, shrinkage methods or PCA is used for ...
1
vote
1answer
665 views

How to choose predictor variables for GLM / GLMM from rather large data set? [duplicate]

I have about 80 predictor variables (with some multicollinearity, I assume) and a non-normal count data response variable (n=570) which is arranged into groups (n=34). I need to reduce the number of ...
0
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0answers
598 views

Chi Square and t test to select variables for logistic regression [duplicate]

I need to build a logistic regression model. there are around 50 categorical variables. So, is this approach to select variables wrong?: do a chi square test of dependent variable vs independent ...
1
vote
0answers
262 views

Why avoid stepwise regression? [duplicate]

I have been using model averaging and model selection bases on AIC and BIC for a while. I have recently discover the stepwise regression technique and I found a lots of people critize this methods. ...
1
vote
1answer
82 views

In stepwise regression, how to interpret non-significant variables? [duplicate]

I have more than 15 IVs such as age, gender, education, first language, technology proficiency, health condition, etc, and one of my DVs is health literacy level, which is measured through a standard ...
0
votes
1answer
138 views

Chi square and logistic regression [duplicate]

Before running a binary logistic regression model i was interested to know the strength of association between IV and DV but for some independent variables the results came out to be insignificant.. ...
1
vote
1answer
80 views

Beginner - Iteratively adding terms to regression model? [duplicate]

I'm learning about regression models via Andrew Ng's Coursera course. I have a question regarding automatically finding a good model. Does it make sense (my guess is no) to iteratively add terms, or ...
3
votes
0answers
70 views

Logistic Regression Model Selection Criteria [duplicate]

I'm having a go at coding a logistic regression model building algorithm and I'd appreciate some advice. I've read in several places (including here) that minimizing both AIC and BIC could be an ...
0
votes
1answer
20 views

Is forward selection using AIC as selection critiria valid? [duplicate]

I'm using a sequential approach to decide the best fitting model for my data. (I'm still new to R, so I decided to go for a manual approach rather than an automated one offered by R packages). I'm ...
0
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0answers
19 views

Using stepAIC to help select final model [duplicate]

So I have a full model such as; ...
0
votes
0answers
17 views

Why is the use of the F-Statistic / p-value as a criteria in Stepwise Model Selection outdated? [duplicate]

I am coming from the field of psychology and in most publications Model Selection (OLS, Regression) is done via Forward/Backward Selection using the F-Static/p-value of the regression coefficients to ...
39
votes
7answers
119k views

Choosing variables to include in a multiple linear regression model

I am currently working to build a model using a multiple linear regression. After fiddling around with my model, I am unsure how to best determine which variables to keep and which to remove. My ...
33
votes
3answers
9k views

Is it possible to change a hypothesis to match observed data (aka fishing expedition) and avoid an increase in Type I errors?

It is well known that researchers should spend time observing and exploring existing data and research before forming a hypothesis and then collecting data to test that hypothesis (referring to null-...
44
votes
1answer
25k views

What is an ablation study? And is there a systematic way to perform it?

What is an ablation study? And is there a systematic way to perform it? For example, I have $n$ predictors in a linear regression which I will call as my model. How will I perform an ablation study ...

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