What is p-value and how it is used for variable selection?

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What is p-value and how it is used for variable selection?

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rahuljain1 · Answer 1 · 2024-08-17T16:07:51+0000

The p-value is lowest level of significance at which you can reject null hypothesis. In the case of independent variables, it implies whether coefficient of a variable is significantly different from zero,

What is p-value and how it is used for variable selection?

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