10.10: Model Selection
Upcoming deadlines
- HW 3 10/13 11:59 PM
Learning Objectives
By the end of the class, students should be able to:
understand forward and backward selection
understand the argument against forward and backward selection
Class prep
First read ISLR 3.2.2 part “Two: Deciding on Important Variables”
Then, read Step Away from Stepwise by Gary Smith. Focus on the introduction and the conclusion. After reading, you should be able to describe in general terms why Smith argues against using stepwise variable selection, particularly with large datasets.