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### Choosing variables in multiple linear regression [duplicate]

I am trying to make multiple linear regression models for multiple crops where my dependent variable is Yield of crops for ex. Yield of Wheat, Rice, etc. I have data set in which each row represent a ...
88k views

### Algorithms for automatic model selection

I would like to implement an algorithm for automatic model selection. I am thinking of doing stepwise regression but anything will do (it has to be based on linear regressions though). My problem ...
11k views

### Detecting significant predictors out of many independent variables

In a dataset of two non-overlapping populations (patients & healthy, total $n=60$) I would like to find (out of $300$ independent variables) significant predictors for a continuous dependent ...
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### Is using correlation matrix to select predictors for regression correct?

A few days ago, a psychologist-researcher of mine told me about his method to select variables to linear regression model. I guess it's not good, but I need to ask someone else to make sure. The ...
15k views

### How does “stepwise regression” work?

I used the following R code to fit a probit model: ...
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### How to use R anova() results to select best model?

Newbie question using R's mtcars dataset with anova() function. My question is how to use anova() to select the best (nested) model. Here's some example data: ...
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### Combining principal component regression and stepwise regression

I want to use a combination of principal component analysis (PCA) and stepwise regression to develop a predictor model. I have 5 independent variables (which are correlated among each other to ...
4k views

### Independent variables prep in multiple linear regression

I have 3 independent variables A, B, C and want to run a multiple linear regression to predict Y. After studying the correlations between: 1) A, Y 2) B, Y 3) A/B, Y 4) (A-B)/(A+B), Y It turns out ...
824 views

### Challenges in interpretation of variable selection from LASSO and OLS [duplicate]

I work as a consultant and I am often faced with variable selection and prediction problems. For my clients, I run OLS and I am recently pushing for penalized methods which can handle variable ...
755 views

### Model selection in logistic regression

I am building a logistic multiple regression with 5 potential variables candidates. I read this post and fit all 2^5 = 32 possible combinations of explanatory variables and chose the best model by ...