Statistical Methods & Thinking podcast

Episode 6 | Model Selection Strategies

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Episode 6 is about making multiple regression work in real life: how to choose predictors without overfitting, when to transform variables to fix messy variance or nonlinearity, and what to do when predictors are strongly correlated.

We’ll walk through tools like Mallows’ Cp, partial F tests, and stepwise selection, then wrap up with ridge and lasso as practical fixes for multicollinearity—with quick examples along the way.

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