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Variable selection CART and SVM?

  1. Apr 17, 2012 #1
    Hey, i am taking an applied statistics course and have a question related to an analysis of a data set.
    I am observing a great degree of positive correlation among the variables, and as expected I find that some of the variables are non significant when i apply general linear regression.
    I also want to try methods like CART and SVM for this classification response. I am wondering, when i fit these models, is it necessary to include all the variables? How can I find out what to include in CART and SVM?
    If i use only the significant variables that i found trough backward selection in the GLM analysis, I see that the method has a smaller error and MRS than if i include all of the variables.
    Is there any method for doing this variable selection method formally for CART and SVM?
  2. jcsd
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