Linear Regression using p-value

RapidRaviRapidRavi Member Posts: 1 Newbie
I'm trying to do Linear Regression, and I want to create a process which can exclude features using from Training Set by using p-value. So, if a column's p-value is less than 0.05 then remove/ignore that column and repeat the process until we are left with Statistically significant columns for out model.

Can someone guide me (or point me to any existing documentation) how to do it?
Jasmine_

Answers

  • varunm1varunm1 Moderator, Member Posts: 1,116   Unicorn
    edited February 26
    Hello @RapidRavi

    Did you try to set "T-test" in features selection parameter of linear regression operator? The alpha value 0.05 indicates to select variables with p<0.05.

    Please let us know if you need any information.

    Regards,
    Varun
    https://www.varunmandalapu.com/

    Be Safe. Follow precautions and Maintain Social Distancing

    Jasmine_lionelderkrikor
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