Linked Questions

193
votes
8answers
85k 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
3answers
8k views

Why is variable selection necessary?

Common data-based variable selection procedures (for example, forward, backward, stepwise, all subsets) tend to yield models with undesirable properties, including: Coefficients biased away from zero....
23
votes
2answers
884 views

What statistical model or algorithm could be used to solve the John Snow Cholera problem?

I'm interested in learning how to develop a geographic approximation of some kind of epicenter based on the data from the John Snow Cholera outbreak. What statistical modeling could be used to solve ...
15
votes
2answers
27k 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 ...
9
votes
3answers
404 views

How to reduce predictors the right way for a logistic regression model

So I have been reading some books (or parts of them) on modeling (F. Harrell's "Regression Modeling Strategies" among others), since my current situation right now is that I need to do a logistic ...
3
votes
3answers
1k views

Examples of “Textbook” Retrospective Studies

I am a physician and have never had any formal training in statistics/biostatistics. However every time I come across a journal article, specifically on retrospective studies, I cannot help but feel a ...
3
votes
2answers
185 views

A fundamental question about multivariate regression

This is slightly embarrassing, as I've done a fair amount of statistical work, but for years I've heard this niggling voice at the back of my head, and I need to ask someone. I remember when I first ...
0
votes
1answer
741 views

Dimensionality reduction and regression analysis

I have what seem like a silly question about dimensionality reduction. I am just learning about this now on my own, and most of the information I have found is centered around reducing dimension by ...
3
votes
3answers
336 views

For high dimensional data, does it make sense to do feature selection before running elastic net?

I have a dataset with $n = 800$ observations and $p = 2000$ features. I'm running elastic net for binary classification. My question is: Does it make sense to do some feature selection to reduce the ...
1
vote
1answer
144 views

Reading the summary model from a glm logistic regression in R

I'm learning how to do logistic regression and I have some questions about verifying the model based on output in R. First below you can see the results from AIC analysis that chose the model with ...
2
votes
1answer
143 views

covariate selection in inference problems in logistic regression

For my specific problem, but a common situation in the medical field, I have several hundred patients, and about 10-20 exaplnatory variables. the goal is to examine a specific predictor("treatment") ...