Covariate Search Methods (Ep. 36)
Update: 2024-10-28
Description
This episode is a discussion of covariate search methods. I give definitions of covariates and predictors, and then I describe 3 different covariate search methods. For each method I describe the pros and cons associated with each one, including bias and time limitations.
Links discussed in the show:
- Evaluation of the Boruta method for covariate selection
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