Sometimes a following scenario is observed :
A feature when used in a univariate setting has a positive co-efficient, however the co-efficient sign is inverted when used in a multivariate model. This is caused even when the feature are only mildly correlated .
Proposed Solution :
Create a function to validate the co-efficients used in the final model.
This can be done by fitting a univariate model and checking the co-efficient signs against those in the final model.
Sometimes a following scenario is observed : A feature when used in a univariate setting has a positive co-efficient, however the co-efficient sign is inverted when used in a multivariate model. This is caused even when the feature are only mildly correlated .
Proposed Solution :
Create a function to validate the co-efficients used in the final model. This can be done by fitting a univariate model and checking the co-efficient signs against those in the final model.