From the course: SPSS Statistics Essential Training (2019)

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Variable selection

Variable selection - SPSS Tutorial

From the course: SPSS Statistics Essential Training (2019)

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Variable selection

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- [Instructor] You know, it's great to be able to do a linear regression and put a bunch of variables into your equation and find out that you are in fact, able to predict with a high-level of accuracy the outcome variable. On the other hand, if you're just putting a whole bunch of variables in there, you may be introducing a lot of noise and sometimes, even working across purposes, you may have what are called suppressor variables, which sort of undo the predictive ability of some of the others. And so, one of the most important things to do in any analysis where you have the availability of a lot of predictors, is to sort through them, sift out, find the ones that carry the signal and ignore all the other ones that bring in the noise. This is the matter of variable or feature selection. It's a very big issue in data science, and it's a big issue in linear regression. And I want to show you two extremely basic methods for…

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