Dear R helpers,
I'm trying to fit a model for prediction, but I have 18 variables to choose
from. So, my question is what are the methods used for choosing the best and
smallest subset out of those 18 to predict y ? I tried the common ways:
std. and corr, multiple regression is hard because of all the possibile
combinations I have to try, so any ideas?
Thank you,
Maha
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