KDnuggets : News : 2009 : n16 : item28 | PREVIOUS | NEXT |
PublicationsSubject: Variable Selection Methods in Regression: Ignorable Problem, Outing Notable Solution Bruce Ratner, Ph.D. Variable selection in regression - identifying the best subset among many variables to include in a model - is arguably the hardest part of model building. Many variable selection methods exist. Many statisticians know them, but few know they produce poorly performing models. The wanting variable selection methods are a miscarriage of statistics because they are developed by debasing sound statistical theory into a misguided pseudo-theoretical foundation. The purpose of this article is two-fold: 1) To resurface the scope of literature on the weaknesses of variable selection meth-ods. 2) To enliven anew a notable solution to defining a substantially performing regression model. Read more. |
KDnuggets : News : 2009 : n16 : item28 | PREVIOUS | NEXT |
Copyright © 2009 KDnuggets. Subscribe to KDnuggets News!