Nature

Model selection for inferential models with high dimensional data: synthesis and graphical representation of multiple techniques

Inferential research commonly involves identification of causal factors from within high dimensional data but selection of the ‘correct’ variables can be problematic. One specific problem is that ...
Nature

Variable selection for inferential models with relatively high-dimensional data: Between method heterogeneity and covariate stability as adjuncts to robust selection

Variable selection in inferential modelling is problematic when the number of variables is large relative to the number of data points, especially when multicollinearity is present. A variety of ...