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> I hope the variable names are self-explanatory. Any variable with a star next to it is statistically significant, which basically means it can be used to pred
by carbocation 12y ago
> I hope the variable names are self-explanatory. Any variable with a star next to it is statistically significant, which basically means it can be used to predict scores/ratings.
For a variety of reasons (e.g., multi-collinearity), following this procedure would potentially have you tossing the most important contributors to your model. I would use a different mechanism to evaluate the contributors to your model.
A more classical way to tell if something contributes to your model is by evaluating a model with that value compared with the model without it. How do the AIC (or BIC, or LR, or other metric that you like) of the N plausible models compare?
As an aside, the article's approach to evaluating the "significance" of predictors doesn't account for multiple testing. You have ~10 variables in your model, and your best P value is 0.01, which is essentially 0.1 after accounting for multiple testing (Bonferroni), which is not significant classically.
- minimaxir 12y agoTwo additional notes: 1) R includes the F-test output that accounts for multiple variables in the regression: in this case, P = 0.089, which is a problem. 2) For variable/model selection, R's step() function is easy to use and tests using AIC too: https://stat.ethz.ch/R-manual/R-devel/library/stats/html/step.html https://stat.ethz.ch/R-manual/R-devel/library/stats/html/ste...