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srmillis
2012 Jan 30
2
Variable selection based on both training and testing data
Dear all,
The variable selection in regression is usually determined by the training data using AIC or F value, such as stepAIC. Is there some R package that can consider both the training and test dataset? For example, I have two separate training data and test data. Firstly, a regression model is obtained by using training data, and then this model is tested by using test data. This process