Linked Questions

0
votes
0answers
24 views

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 ...
196
votes
8answers
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 ...
31
votes
5answers
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 ...
17
votes
2answers
29k views

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 ...
11
votes
2answers
15k views

How does “stepwise regression” work?

I used the following R code to fit a probit model: ...
5
votes
3answers
25k views

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: ...
5
votes
1answer
4k views

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 ...
2
votes
1answer
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 ...
3
votes
1answer
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 ...
1
vote
1answer
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 ...
2
votes
1answer
154 views

How to figure out which independent variables to include in a regression model for exploratory analysis?

I have a dataset of about 7,900 rows, which includes 28 independent variables. This is a naturally occurring data that I am trying to explore which of these independent variables have significant ...
0
votes
1answer
55 views

Reduce dimensionality of predictors for model building

I am trying to build a classification model. I have 600 variables to start with and was trying to reduce it a considerable set of variables to pass it to my model (like Logistic regression). Did ...