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#46 Silly & Empowering Statistics, with Chelsea Parlett-Pelleriti

Learning Bayesian Statistics

CHAPTER

Stepwise Regression Is a Way to Do Variable Selection

Step wise regression is a way to do variable selection. If you have more variables in your model than you would like to have, then you often use some to induce sparsity and drag the coefficience of those things to zero. And so when i say lasso with corrections, or even the paper i was mentioning with the selective inference package, i believe, can also correct for inference in stepwise regression.

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