Variable Selection: Making the Right Choice

Overview

Have you ever wondered, "Which variables should I really include in my model?" Have you, then, ever been tempted to exclude the non-significant predictors from a model fit, and refit the model using only the significant predictors? Unfortunately, that is naïve.

There are various proposed methods for tackling the problem of variable selection, but unfortunately not all of them have solid theoretical justification. In this talk, we introduce the problem of variable selection from a statistician’s perspective. We discuss various methods for performing variable selection, and provide guidelines and recommendations on numerous do’s and don’t’s when discerning predictors of interest for your research question.

The talk will be about 40 minutes long and following by discussion.

Date: Thursday 25 July 2024

Time: 2.30pm - 3.30pm

Speaker: Nickson Ning, Statistical Consultant, UNSW Stats Central

Delivery Mode: Hybrid

Location: Wallace Wurth G16 Hybrid Lab

Meeting Link: See ordered ticket

FAQs

How can I contact the organiser with any questions?

Please send us an email at: stats.central@unsw.edu.au