Open BenoitLondon opened 9 months ago
Either a penalty term (lasso L1? or elastic-net) or a step method based on AIC or a "select" argument to remove noisy covariates (high p-values)
I know step/select methods are not ideal for variable selection but that could be helpful and easy to implement.
Either a penalty term (lasso L1? or elastic-net) or a step method based on AIC or a "select" argument to remove noisy covariates (high p-values)
I know step/select methods are not ideal for variable selection but that could be helpful and easy to implement.