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### 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 ...
9k 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....
974 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 ...
33k 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 ...
725 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 ...
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 ...
2k 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 ...
198 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 ...
669 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 ...