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  1. M

    Forward selection of non significant variables

    Hi, In SAS Enterprise Miner, I trained a logistic regression with forward selection and AIC criteria. I grouped rare levels for categorical variables. One of these variables was selected by the algorithm but the coefficients of all categories were statistically not significant (different...
  2. M

    Variable importance in random forest

    Hi, In order to predict a binary target variable, I trained a random forest with 84 explanatory variables (using 10 variables randomly selected in each split) on a training set composed of 8,500 observations. For practical reasons, I had to test the performance of the algorithm on a test...