Analysis of variance Anova

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#1

Hi Experts,

given a dataset with a lot of regressors, how to use anova() to find the best model. Any general rules of thumb are appreciated.

Regards,
Tony


#2

Hey @tillutony

Gofing by your comment saying lot of regressors, you probably want to reduce the features to create a model on. For selection of important variables only there are no thumb rules, but yes, there are a number of techniques likes foreward selection, backward elimination, filter methods, wrapper methods, etc.