I was talking with one of my graduate students a few days ago about variable selection in multiple regression. She was looking for a published \u201ccheat sheet.\u201d I told her I didn\u2019t know of any. \u201cWhy don\u2019t you write one?\u201d \u201cThe world\u2019s too complicated for that. There will always be judgment involved. There will never be a simple recipe to follow.\u201d That was the end of it, for then.<\/p>\r\n\r\n\r\n\r\n
From the title you can tell that I decided I needed to get my own thoughts in order about variable selection. If you know me, you also know that I find one of the best ways to get my thoughts straight is to write them down. So that\u2019s what I\u2019m starting now.<\/p>\r\n\r\n\r\n\r\n
Expect to see a new entry every week or so. I\u2019ll be posting the details in R notebooks<\/a> so that you can download the code, run it yourself, and play around with it if you\u2019re so inclined.1<\/a><\/sup> As I develop notebooks, I\u2019ll develop a static page with links to them. Unlike the page on causal inference in ecology<\/a>, which links to blog posts, these will link directly to HTML versions of R notebooks that will show discuss the aspect of the issue I\u2019m working through that week along with the R code that facilitated my thinking. All of the source code will be available in a Github repository<\/a>, but you\u2019ll also be able to download the .Rmd file when you have the HTML version open simply by clicking on the \u201cCode\u201d button at the top right of the page and selecting \u201cDownload Rmd\u201d from the dropdown.<\/p>\r\n\r\n\r\n\r\n If you\u2019re still interested after all of that. Here\u2019s a link to the first installment:<\/p>\r\n\r\n\r\n\r\n Why multiple regression is needed<\/a><\/p>\r\n\r\n\r\n\r\n\r\n