Model selection tools – the best subsets regression
We will use the sleep duration dataset to illustrate the use of best subsets regression as a model reduction tool. The best subsets will check through all possible linear models and display the best models at each step.
When running the regression of sleep duration in the Multiple regression with linear predictors recipe, we observed that the residuals showed unequal variance. Initially, we will transform the data by taking the lognormal of the sleep duration response. The transformed response will show homoscedasticity.
We will use best subsets regression to show only the best model at each number of variables to include from 1 to all predictors. After identifying the model, we will enter the ...
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