Practical Statistics for Data Scientists by Peter Bruce Andrew Bruce

Author:Peter Bruce, Andrew Bruce
Language: eng
Format: epub
Publisher: O'Reilly Media, Inc.
Published: 2017-05-22T16:00:00+00:00

Model Selection with Interaction Terms

In problems involving many variables, it can be challenging to decide which interaction terms should be included in the model. Several different approaches are commonly taken:

In some problems, prior knowledge and intuition can guide the choice of which interaction terms to include in the model.

Stepwise selection (see “Model Selection and Stepwise Regression”) can be used to sift through the various models.

Penalized regression can automatically fit to a large set of possible interaction terms.

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