Variable Selection in Linear Regressions with Many Highly Correlated Covariates

Mahrad Sharifvaghefi

doi:10.2139/ssrn.4159979

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Variable Selection in Linear Regressions with Many Highly Correlated Covariates

Mahrad Sharifvaghefi

Year: 2022 Journal: SSRN Electronic Journal Publisher: RELX Group (Netherlands)

DOI: 10.2139/ssrn.4159979

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Keywords:

Covariate Statistics Feature selection Econometrics Selection (genetic algorithm) Linear regression Mathematics Computer science Artificial intelligence

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Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Variable Selection in Linear Regressions with Many Highly Correlated Covariates

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