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Statistics: Feature selection

Difficulty level
Beginner
Speaker
Type
Duration
6:15

How to choose useful variables.

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