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Statistics: Feature Selection

Difficulty level

In this lesson, you will learn the concepts behind choosing useful variables, as well as various analyses and tools to do so.

Topics covered in this lesson
  • Goals of feature selection
  • Dealing with multi-collinearity, i.e. overlaps between predictors and model 
  • P-values
  • Standardized regression coefficients
  • Stepwise procedures
  • Commonality analysis
  • Dominance analysis
  • Relative importance weights
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