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Results tagged with model-selection
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user 40120
Model selection is a problem of judging which model from some set performs best. Popular methods include $R^2$, AIC and BIC criteria, test sets, and cross-validation. To some extent, feature selection is a subproblem of model selection.
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Deciding the Optimal Number of Factors [closed]
In practice, is there generally a difference between having 100 factors and 1000 factors in a model? Is there a well-researched 'upper-bound' to how many factors a given model should have?
- 741
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Iterative Addition of Variables to Model Based on P Value
Suppose I have 64 columns that I have chosen out of 500+ columns based on the fact that they have the highest pairwise correlation (is this a good way?). I take 16 of these columns and run a simple m …
- 741