Model Selection in Linear Regression
25:58
YouTubeBIOS 6611
Model Selection in Linear Regression
Attempting to identify the "best" or "optimal" regression model is a mix of art and science. In this lecture we discuss a host of methods we can use to compare models: coefficient of determination, F-tests, model selection criterion (AIC, AICc, and BIC are highlighted), and Mallows' Cp. These are illustrated in R (and with corresponding SAS ...
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