How to choose predictors and interaction to add to the model?

linear_regression
r
machine_learning
data_science

#1

I have 20 predictors consist of categorical and numerical type. Categorical variables have more than 20 levels. When I check for correlation between numeric predictors and target, it shows no or very weak linear relationship.

I run a regression using all variables and I got.

        mod1 <- lm(Absenteeism.time.in.hours~.,trainData)
    Call:
    lm(formula = Absenteeism.time.in.hours ~ ., data = trainData)
    
    Residuals:
        Min      1Q  Median      3Q     Max 
    -6.5735 -1.0466  0.0035  0.9400 10.4666 
    
    Coefficients:
                                    Estimate Std. Error t value Pr(>|t|)    
    (Intercept)                      6.01680    1.28457   4.684 3.72e-06 ***
    Reason.for.absence3              0.60749    2.56512   0.237 0.812897    
    Reason.for.absence5             -0.96714    1.59901  -0.605 0.545586    
    Reason.for.absence6             -2.13411    1.23030  -1.735 0.083481 .  
    Reason.for.absence7             -2.35854    1.04951  -2.247 0.025098 *  
    Reason.for.absence8             -2.29507    1.25710  -1.826 0.068551 .  
    Reason.for.absence9              2.50961    1.64525   1.525 0.127861    
    Reason.for.absence10            -1.38623    0.93321  -1.485 0.138118    
    Reason.for.absence11            -1.61165    0.97707  -1.649 0.099739 .  
    Reason.for.absence12            -3.61717    1.32533  -2.729 0.006593 ** 
    Reason.for.absence13            -1.97801    0.85425  -2.316 0.021027 *  
    Reason.for.absence14            -3.32432    0.98090  -3.389 0.000762 ***
    Reason.for.absence15            -0.87024    1.87247  -0.465 0.642326    
    Reason.for.absence16            -6.86905    2.59794  -2.644 0.008474 ** 
    Reason.for.absence17            -1.53171    2.59252  -0.591 0.554934    
    Reason.for.absence18            -0.20789    1.00844  -0.206 0.836766    
    Reason.for.absence19            -0.81656    0.90047  -0.907 0.364978    
    Reason.for.absence20            -7.62779    1.87942  -4.059 5.81e-05 ***
    Reason.for.absence21            -1.46102    1.33881  -1.091 0.275722    
    Reason.for.absence22            -0.32663    0.88390  -0.370 0.711905    
    Reason.for.absence23            -5.15410    0.79753  -6.463 2.64e-10 ***
    Reason.for.absence24            -0.54855    2.56299  -0.214 0.830622    
    Reason.for.absence25            -4.09087    0.89925  -4.549 6.91e-06 ***
    Reason.for.absence26            -1.47663    0.90940  -1.624 0.105120    
    Reason.for.absence27            -4.94175    0.88175  -5.604 3.62e-08 ***
    Reason.for.absence28            -5.69586    0.81330  -7.003 8.98e-12 ***
    Month.of.absence2                0.88142    0.59180   1.489 0.137071    
    Month.of.absence3                1.43892    0.61833   2.327 0.020395 *  
    Month.of.absence4                1.05853    0.90034   1.176 0.240324    
    Month.of.absence5                0.03979    0.91919   0.043 0.965490    
    Month.of.absence6                0.95497    0.90799   1.052 0.293474    
    Month.of.absence7                2.45868    1.10621   2.223 0.026730 *  
    Month.of.absence8                1.87651    1.16090   1.616 0.106694    
    Month.of.absence9                2.17014    1.15453   1.880 0.060788 .  
    Month.of.absence10               1.70371    1.11433   1.529 0.126979    
    Month.of.absence11               1.06564    1.04628   1.019 0.308974    
    Month.of.absence12               1.78648    0.96418   1.853 0.064548 .  
    Day.of.the.week3                 0.22495    0.34200   0.658 0.511037    
    Day.of.the.week4                 0.08878    0.34473   0.258 0.796875    
    Day.of.the.week5                 0.11849    0.35653   0.332 0.739777    
    Day.of.the.week6                -0.18830    0.36319  -0.518 0.604380    
    Seasons2                         0.74861    0.84760   0.883 0.377589    
    Seasons3                         1.45558    0.76891   1.893 0.058984 .  
    Seasons4                         0.39722    0.70809   0.561 0.575089    
    Transportation.expense           0.25981    0.14928   1.740 0.082453 .  
    Distance.from.Residence.to.Work -0.12857    0.18140  -0.709 0.478838    
    Service.time                     0.22001    0.20770   1.059 0.290038    
    Age                             -0.26143    0.17197  -1.520 0.129144    
    Work.load.Average.day            0.16362    0.14279   1.146 0.252466    
    Hit.target                      -0.01859    0.18278  -0.102 0.919051    
    Disciplinary.failure1           -0.76155    1.79424  -0.424 0.671444    
    Education2                      -0.14898    0.54931  -0.271 0.786351    
    Education3                      -0.90364    0.48861  -1.849 0.065044 .  
    Education4                      -1.65052    1.79884  -0.918 0.359342    
    Son                              0.30184    0.13123   2.300 0.021894 *  
    Social.drinker1                  0.18587    0.36431   0.510 0.610168    
    Social.smoker1                   0.41938    0.52089   0.805 0.421173    
    Pet                             -0.23407    0.17192  -1.362 0.174015    
    Weight                           0.07591    1.54838   0.049 0.960923    
    Height                           0.04431    0.66029   0.067 0.946530    
    Body.mass.index                 -0.15359    1.46924  -0.105 0.916792    
    ---
    Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
    
    Residual standard error: 2.379 on 457 degrees of freedom
    Multiple R-squared:  0.561,	Adjusted R-squared:  0.5034 
    F-statistic: 9.733 on 60 and 457 DF,  p-value: < 2.2e-16

Due to low value of adjusted R square and lower significance of predictors, i tried to add automated interaction. It give me a good R square value and reduce the residuals but the interactions are more than 3k.

    Call:
    lm(formula = Absenteeism.time.in.hours ~ .^2, data = trainData)
    
    Residuals:
       Min     1Q Median     3Q    Max 
      -2.5    0.0    0.0    0.0    2.5 
    
    Coefficients: (981 not defined because of singularities)
                                                             Estimate Std. Error t value Pr(>|t|)   
    (Intercept)                                             4.544e+04  1.563e+04   2.907  0.00630 **
    Reason.for.absence3                                    -7.661e+04  2.679e+04  -2.860  0.00710 **
    Reason.for.absence5                                     5.397e+04  1.910e+04   2.825  0.00775 **
    Reason.for.absence6                                    -3.851e+04  1.306e+04  -2.950  0.00564 **
    Reason.for.absence7                                    -7.240e+02  2.875e+02  -2.518  0.01653 * 
    Reason.for.absence8                                     1.230e+04  5.555e+03   2.215  0.03340 * 
    Reason.for.absence9                                     1.230e+04  5.555e+03   2.215  0.03340 * 
    Reason.for.absence10                                    4.106e+04  1.655e+04   2.481  0.01803 * 
    Reason.for.absence11                                   -6.060e+04  2.089e+04  -2.901  0.00639 **
    Reason.for.absence12                                    1.750e+04  6.150e+03   2.846  0.00736 **
    Reason.for.absence13                                   -1.374e+05  4.993e+04  -2.752  0.00932 **
    Reason.for.absence14                                   -2.734e+04  8.978e+03  -3.045  0.00440 **
    Reason.for.absence15                                   -3.418e+04  1.144e+04  -2.988  0.00511 **
    Reason.for.absence16                                   -2.823e+04  9.312e+03  -3.032  0.00455 **
    Reason.for.absence17                                   -2.889e+04  9.804e+03  -2.947  0.00568 **
    Reason.for.absence18                                   -9.907e+04  3.277e+04  -3.023  0.00466 **
    Reason.for.absence19                                   -5.689e+04  1.933e+04  -2.943  0.00573 **
    Reason.for.absence20                                   -6.395e+04  2.133e+04  -2.998  0.00497 **
    Reason.for.absence21                                   -7.894e+04  2.717e+04  -2.905  0.00632 **
    Reason.for.absence22                                    1.660e+06  6.382e+05   2.601  0.01353 * 
    Reason.for.absence23                                    1.244e+04  6.789e+03   1.833  0.07536 . 
    Reason.for.absence24                                   -5.574e+04  1.879e+04  -2.966  0.00541 **
    Reason.for.absence25                                    4.663e+03  1.590e+03   2.932  0.00589 **
    Reason.for.absence26                                   -1.971e+04  6.264e+03  -3.146  0.00337 **
    Reason.for.absence27                                   -6.624e+04  2.221e+04  -2.983  0.00517 **
    Reason.for.absence28                                   -4.295e+04  1.460e+04  -2.942  0.00575 **
    Month.of.absence2                                      -6.860e+04  2.381e+04  -2.881  0.00673 **
    Month.of.absence3                                      -4.356e+04  1.493e+04  -2.918  0.00612 **
    Month.of.absence4                                      -3.054e+03  1.196e+03  -2.553  0.01518 * 
    Month.of.absence5                                      -4.884e+04  1.745e+04  -2.798  0.00830 **
    Month.of.absence6                                      -1.420e+03  8.899e+02  -1.595  0.11959   
    Month.of.absence7                                      -5.203e+04  1.796e+04  -2.896  0.00647 **
    Month.of.absence8                                      -4.492e+03  1.749e+03  -2.569  0.01462 * 
    Month.of.absence9                                      -1.913e+03  7.176e+02  -2.666  0.01153 * 
    Month.of.absence10                                      1.324e+04  4.522e+03   2.928  0.00596 **
    Month.of.absence11                                     -3.700e+03  1.467e+03  -2.523  0.01634 * 
    Month.of.absence12                                     -3.260e+03  1.297e+03  -2.514  0.01671 * 
    Day.of.the.week3                                       -1.182e+04  4.541e+03  -2.602  0.01349 * 
    Day.of.the.week4                                        9.954e+02  3.746e+02   2.657  0.01178 * 
    Day.of.the.week5                                        4.068e+02  1.498e+02   2.715  0.01022 * 
    Day.of.the.week6                                       -2.288e+01  2.250e+01  -1.017  0.31611   
    Seasons2                                                5.000e-01  1.610e+00   0.311  0.75796   
    Seasons3                                                1.000e+00  1.054e+00   0.949  0.34920   
    Seasons4                                               -1.000e+00  1.217e+00  -0.822  0.41679   
    Transportation.expense                                  2.641e+04  9.451e+03   2.795  0.00838 **
    Distance.from.Residence.to.Work                        -8.374e+03  2.955e+03  -2.834  0.00759 **
    Service.time                                            2.751e+04  9.591e+03   2.868  0.00695 **
    Age                                                     6.305e+03  2.487e+03   2.536  0.01585 * 
    Work.load.Average.day                                   1.179e+03  4.106e+02   2.872  0.00688 **
    Hit.target                                             -4.706e+02  1.622e+02  -2.901  0.00639 **
    Disciplinary.failure1                                   8.626e+03  2.695e+03   3.200  0.00292 **
    Education2                                              1.491e+04  5.099e+03   2.924  0.00603 **
    Education3                                             -2.001e+04  6.578e+03  -3.043  0.00442 **
    Education4                                              6.296e+05  2.411e+05   2.611  0.01321 * 
    Son                                                     2.008e+02  6.406e+01   3.134  0.00348 **
    Social.drinker1                                         2.040e+03  6.412e+02   3.182  0.00306 **
    Social.smoker1                                          7.115e+02  2.453e+02   2.901  0.00639 **
    Pet                                                    -3.460e+02  1.344e+02  -2.575  0.01440 * 
    Weight                                                  2.866e+02  5.899e+02   0.486  0.63007   
    Height                                                 -1.068e+03  4.698e+02  -2.274  0.02923 * 
    Body.mass.index                                         5.374e+02  5.141e+02   1.045  0.30297   
    Reason.for.absence3:Month.of.absence2                          NA         NA      NA       NA   
    Reason.for.absence5:Month.of.absence2                          NA         NA      NA       NA   
    Reason.for.absence6:Month.of.absence2                          NA         NA      NA       NA   
    Reason.for.absence7:Month.of.absence2                   4.696e+04  1.665e+04   2.820  0.00785 **
    Reason.for.absence8:Month.of.absence2                          NA         NA      NA       NA   
    Reason.for.absence9:Month.of.absence2                          NA         NA      NA       NA   
    Reason.for.absence10:Month.of.absence2                  3.832e+04  1.324e+04   2.895  0.00649 **
    Reason.for.absence11:Month.of.absence2                  1.720e+05  5.997e+04   2.868  0.00695 **
    Reason.for.absence12:Month.of.absence2                         NA         NA      NA       NA   
    Reason.for.absence13:Month.of.absence2                  6.542e+04  2.260e+04   2.894  0.00650 **
    Reason.for.absence14:Month.of.absence2                         NA         NA      NA       NA   
    Reason.for.absence15:Month.of.absence2                         NA         NA      NA       NA   
    Reason.for.absence16:Month.of.absence2                         NA         NA      NA       NA   
    Reason.for.absence17:Month.of.absence2                         NA         NA      NA       NA   
    Reason.for.absence18:Month.of.absence2                         NA         NA      NA       NA   
    Reason.for.absence19:Month.of.absence2                         NA         NA      NA       NA   
    Reason.for.absence20:Month.of.absence2                  7.802e+04  2.654e+04   2.940  0.00579 **
    Reason.for.absence21:Month.of.absence2                         NA         NA      NA       NA   
    Reason.for.absence22:Month.of.absence2                  1.966e+04  6.250e+03   3.145  0.00338 **
    Reason.for.absence23:Month.of.absence2                  6.562e+04  2.267e+04   2.895  0.00650 **
    Reason.for.absence24:Month.of.absence2                         NA         NA      NA       NA   
    Reason.for.absence25:Month.of.absence2                  1.463e+04  5.231e+03   2.796  0.00835 **
    Reason.for.absence26:Month.of.absence2                  6.663e+04  2.276e+04   2.927  0.00598 **
    Reason.for.absence27:Month.of.absence2                  6.653e+04  2.298e+04   2.895  0.00650 **
    Reason.for.absence28:Month.of.absence2                  6.595e+04  2.279e+04   2.894  0.00650 **
    Reason.for.absence3:Month.of.absence3                          NA         NA      NA       NA   
    Reason.for.absence5:Month.of.absence3                          NA         NA      NA       NA   
    Reason.for.absence6:Month.of.absence3                   8.536e+03  2.808e+03   3.040  0.00446 **
    Reason.for.absence7:Month.of.absence3                   1.911e+04  6.735e+03   2.837  0.00752 **
    Reason.for.absence8:Month.of.absence3                  -5.313e+04  1.956e+04  -2.717  0.01017 * 
    Reason.for.absence9:Month.of.absence3                          NA         NA      NA       NA   
    Reason.for.absence10:Month.of.absence3                  4.355e+04  1.588e+04   2.742  0.00957 **
    Reason.for.absence11:Month.of.absence3                  6.423e+04  2.206e+04   2.912  0.00622 **
    Reason.for.absence12:Month.of.absence3                 -4.145e+04  1.461e+04  -2.836  0.00754 **
    Reason.for.absence13:Month.of.absence3                  3.752e+04  1.273e+04   2.948  0.00567 **
    Reason.for.absence14:Month.of.absence3                  1.287e+04  4.543e+03   2.832  0.00762 **
    Reason.for.absence15:Month.of.absence3                         NA         NA      NA       NA   
    Reason.for.absence16:Month.of.absence3                         NA         NA      NA       NA   
    Reason.for.absence17:Month.of.absence3                         NA         NA      NA       NA   
    Reason.for.absence18:Month.of.absence3                  1.202e+04  4.169e+03   2.883  0.00670 **
    Reason.for.absence19:Month.of.absence3                  9.804e+04  3.453e+04   2.839  0.00748 **
    Reason.for.absence20:Month.of.absence3                  4.404e+04  1.497e+04   2.941  0.00576 **
    Reason.for.absence21:Month.of.absence3                  6.880e+04  2.305e+04   2.984  0.00515 **
    Reason.for.absence22:Month.of.absence3                  5.464e+04  1.893e+04   2.887  0.00663 **
    Reason.for.absence23:Month.of.absence3                  3.812e+04  1.294e+04   2.947  0.00568 **
    Reason.for.absence24:Month.of.absence3                         NA         NA      NA       NA   
    Reason.for.absence25:Month.of.absence3                 -4.291e+03  2.684e+03  -1.599  0.11892   
    Reason.for.absence26:Month.of.absence3                         NA         NA      NA       NA   
    Reason.for.absence27:Month.of.absence3                  3.913e+04  1.330e+04   2.942  0.00575 **
    Reason.for.absence28:Month.of.absence3                  3.855e+04  1.308e+04   2.946  0.00569 **
    Reason.for.absence3:Month.of.absence4                          NA         NA      NA       NA   
    Reason.for.absence5:Month.of.absence4                          NA         NA      NA       NA   
    Reason.for.absence6:Month.of.absence4                          NA         NA      NA       NA   
    Reason.for.absence7:Month.of.absence4                          NA         NA      NA       NA   
    Reason.for.absence8:Month.of.absence4                          NA         NA      NA       NA   
    Reason.for.absence9:Month.of.absence4                          NA         NA      NA       NA   
    Reason.for.absence10:Month.of.absence4                 -9.741e+04  3.542e+04  -2.750  0.00936 **
    Reason.for.absence11:Month.of.absence4                         NA         NA      NA       NA   
    Reason.for.absence12:Month.of.absence4                         NA         NA      NA       NA   
    Reason.for.absence13:Month.of.absence4                  2.601e+03  1.085e+03   2.397  0.02200 * 
    Reason.for.absence14:Month.of.absence4                 -2.856e+04  9.594e+03  -2.977  0.00526 **
    Reason.for.absence15:Month.of.absence4                         NA         NA      NA       NA   
    Reason.for.absence16:Month.of.absence4                         NA         NA      NA       NA   
    Reason.for.absence17:Month.of.absence4                         NA         NA      NA       NA   
    Reason.for.absence18:Month.of.absence4                         NA         NA      NA       NA   
    Reason.for.absence19:Month.of.absence4                  5.713e+04  2.049e+04   2.788  0.00852 **
    Reason.for.absence20:Month.of.absence4                  5.755e+03  1.883e+03   3.057  0.00426 **
    Reason.for.absence21:Month.of.absence4                         NA         NA      NA       NA   
    Reason.for.absence22:Month.of.absence4                 -1.401e+06  5.376e+05  -2.605  0.01338 * 
    Reason.for.absence23:Month.of.absence4                 -7.467e+02  2.594e+02  -2.878  0.00677 **
    Reason.for.absence24:Month.of.absence4                         NA         NA      NA       NA   
    Reason.for.absence25:Month.of.absence4                         NA         NA      NA       NA   
    Reason.for.absence26:Month.of.absence4                  4.042e+03  1.273e+03   3.176  0.00311 **
    Reason.for.absence27:Month.of.absence4                 -1.778e+03  6.852e+02  -2.594  0.01375 * 
    Reason.for.absence28:Month.of.absence4                         NA         NA      NA       NA   
    Reason.for.absence3:Month.of.absence5                          NA         NA      NA       NA   
    Reason.for.absence5:Month.of.absence5                  -4.875e+04  1.641e+04  -2.970  0.00534 **
    Reason.for.absence6:Month.of.absence5                   7.054e+04  2.496e+04   2.827  0.00773 **
    Reason.for.absence7:Month.of.absence5                   5.239e+04  1.931e+04   2.713  0.01028 * 
    Reason.for.absence8:Month.of.absence5                  -4.377e+04  1.553e+04  -2.819  0.00788 **
    Reason.for.absence9:Month.of.absence5                          NA         NA      NA       NA   
    Reason.for.absence10:Month.of.absence5                 -2.085e+04  7.934e+03  -2.627  0.01269 * 
    Reason.for.absence11:Month.of.absence5                  1.446e+04  5.346e+03   2.705  0.01047 * 
    Reason.for.absence12:Month.of.absence5                 -1.809e+04  5.718e+03  -3.163  0.00322 **
    Reason.for.absence13:Month.of.absence5                  5.085e+04  1.808e+04   2.813  0.00799 **
    Reason.for.absence14:Month.of.absence5                         NA         NA      NA       NA   
    Reason.for.absence15:Month.of.absence5                         NA         NA      NA       NA   
    Reason.for.absence16:Month.of.absence5                         NA         NA      NA       NA   
    Reason.for.absence17:Month.of.absence5                         NA         NA      NA       NA   
    Reason.for.absence18:Month.of.absence5                  1.564e+05  5.199e+04   3.009  0.00484 **
    Reason.for.absence19:Month.of.absence5                  1.179e+05  4.202e+04   2.806  0.00814 **
    Reason.for.absence20:Month.of.absence5                  5.473e+04  1.943e+04   2.817  0.00791 **
    Reason.for.absence21:Month.of.absence5                         NA         NA      NA       NA   
    Reason.for.absence22:Month.of.absence5                 -1.312e+06  5.051e+05  -2.597  0.01366 * 
    Reason.for.absence23:Month.of.absence5                  5.121e+04  1.822e+04   2.810  0.00805 **
    Reason.for.absence24:Month.of.absence5                         NA         NA      NA       NA   
    Reason.for.absence25:Month.of.absence5                  6.797e+04  2.304e+04   2.951  0.00562 **
    Reason.for.absence26:Month.of.absence5                  3.132e+04  1.081e+04   2.898  0.00644 **
    Reason.for.absence27:Month.of.absence5                  5.432e+04  1.929e+04   2.816  0.00793 **
    Reason.for.absence28:Month.of.absence5                  5.175e+04  1.836e+04   2.819  0.00788 **
    Reason.for.absence3:Month.of.absence6                          NA         NA      NA       NA   
    Reason.for.absence5:Month.of.absence6                  -5.704e+04  1.880e+04  -3.035  0.00452 **
    Reason.for.absence6:Month.of.absence6                          NA         NA      NA       NA   
    Reason.for.absence7:Month.of.absence6                  -5.138e+04  1.670e+04  -3.077  0.00405 **
    Reason.for.absence8:Month.of.absence6                  -1.437e+04  5.287e+03  -2.718  0.01014 * 
    Reason.for.absence9:Month.of.absence6                          NA         NA      NA       NA   
    Reason.for.absence10:Month.of.absence6                 -3.792e+04  1.316e+04  -2.882  0.00671 **
    Reason.for.absence11:Month.of.absence6                 -1.584e+04  5.474e+03  -2.894  0.00650 **
    Reason.for.absence12:Month.of.absence6                         NA         NA      NA       NA   
    Reason.for.absence13:Month.of.absence6                  5.136e+04  1.951e+04   2.632  0.01254 * 
    Reason.for.absence14:Month.of.absence6                         NA         NA      NA       NA   
    Reason.for.absence15:Month.of.absence6                         NA         NA      NA       NA   
    Reason.for.absence16:Month.of.absence6                         NA         NA      NA       NA   
    Reason.for.absence17:Month.of.absence6                         NA         NA      NA       NA   
    Reason.for.absence18:Month.of.absence6                         NA         NA      NA       NA   
    Reason.for.absence19:Month.of.absence6                  1.011e+05  3.666e+04   2.758  0.00917 **
    Reason.for.absence20:Month.of.absence6                  8.580e+03  2.933e+03   2.925  0.00600 **
    Reason.for.absence21:Month.of.absence6                         NA         NA      NA       NA   
    Reason.for.absence22:Month.of.absence6                 -1.318e+06  5.064e+05  -2.602  0.01349 * 
    Reason.for.absence23:Month.of.absence6                 -9.685e+02  3.283e+02  -2.950  0.00563 **
    Reason.for.absence24:Month.of.absence6                         NA         NA      NA       NA   
    Reason.for.absence25:Month.of.absence6                 -1.049e+04  3.348e+03  -3.133  0.00349 **
    Reason.for.absence26:Month.of.absence6                 -5.073e+04  1.828e+04  -2.775  0.00879 **
    Reason.for.absence27:Month.of.absence6                         NA         NA      NA       NA   
    Reason.for.absence28:Month.of.absence6                         NA         NA      NA       NA   
    Reason.for.absence3:Month.of.absence7                          NA         NA      NA       NA   
    Reason.for.absence5:Month.of.absence7                          NA         NA      NA       NA   
    Reason.for.absence6:Month.of.absence7                   1.017e+03  2.343e+03   0.434  0.66694   
    Reason.for.absence7:Month.of.absence7                  -5.014e+03  1.777e+03  -2.821  0.00783 **
    Reason.for.absence8:Month.of.absence7                          NA         NA      NA       NA   
    Reason.for.absence9:Month.of.absence7                          NA         NA      NA       NA   
    Reason.for.absence10:Month.of.absence7                         NA         NA      NA       NA   
    Reason.for.absence11:Month.of.absence7                  1.911e+04  6.310e+03   3.029  0.00459 **
    Reason.for.absence12:Month.of.absence7                         NA         NA      NA       NA   
    Reason.for.absence13:Month.of.absence7                  8.641e+04  3.107e+04   2.781  0.00867 **
    Reason.for.absence14:Month.of.absence7                  2.445e+04  7.985e+03   3.062  0.00421 **
    Reason.for.absence15:Month.of.absence7                 -4.872e+03  2.925e+03  -1.666  0.10467   
    Reason.for.absence16:Month.of.absence7                         NA         NA      NA       NA   
    Reason.for.absence17:Month.of.absence7                         NA         NA      NA       NA   
     [ reached getOption("max.print") -- omitted 1264 rows ]
    ---
    Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
    
    Residual standard error: 0.8605 on 35 degrees of freedom
    Multiple R-squared:  0.9956,	Adjusted R-squared:  0.935 
    F-statistic: 16.43 on 482 and 35 DF,  p-value: 1.228e-15

I am new to stats and regression. SO what is the correct way to perform this. How should I choose predictors and interaction to add to my model.


#2

@rohit.haritash check out this detailed article on feature selection. Also go through the comments section of the article.


#3

@rohit.haritash, while some of your interaction effects are turning out to be statistically significant, you can remove the unnecessary interaction effects terms and can check your results through hypothesis tests.