Processes | Predictive Modeling | Statistical Testing Method for Continuous Predictors

Statistical Testing Method for Continuous Predictors
Use the drop-down menu to select the statistical method to be used for filtering the continuous predictors .
Statistical options for reducing predictor continuous variables are listed in the following table:
Statistical Test 1
Asymmetric Loss T-Test 2
When you select this option, you must also specify a value, denoted as f , in the Asymmetric Loss Fitting Proportion text box . When a residual is positive, a weight of f is used in the T-test, and when it is negative a weight of 1 - f is used.
Choose this method to fit a robust regression model that reduces the effect of the outliers.

Note : Available tests may vary depending on the analytical procedure you are using.

Efron, B. (1991). Regression percentiles using asymetric squared error loss. Statistica Sinica 1: 93-125.

To Specify a Statistical Test: