Automatically create formulas for all possible linear models

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暗喜
暗喜 2020-11-30 07:34

Say I have a training set in a data frame train with columns ColA, ColB, ColC, etc. One of these columns designates a bin

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  •  眼角桃花
    2020-11-30 08:17

    Here is an excellent blog post by Mark Heckman, detailing how to construct all possible regression models, given a set of explanatory variables and a response variable. However, as pointed out by Joris, I would strictly caution against using such an approach since (a) the number of regressions increases exponentially and (b) statistical experts don't recommend data fishing of this kind, as it is fraught with all kinds of risks.

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