Variable selection methods when building regression models

Question

With respect to multiple linear regression, one of the most important tasks is deciding the nature of variable selection (e.g., forward, backward, stepwise, Lasso, etc.) for the final model. Is it possible to incorporate this material into the lectures dealing with regression in Python?

Answer 1

Hi Barry, As you know, we are constantly creating more content and trying to make our program as complete as possible. The topics you mentioned are definitely a great addition to our content that we will work on implementing. Thanks! Kind regards, The 365 Team

Variable selection methods when building regression models

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