All Subsets Variable Selection for Regression Analysis with a Large Number of Candidate Effects

This workshop provides conceptual and practical information on the all-subsets model selection capabilities of EFFEX cloud-based software. All-subset selection implementations in current software can only solve small problems. EFFEX implementation uses discrete optimization techniques, and it can cope with large problems with more than 100 potential effects. Additionally, it allows a novel approach to model selection where a graphical interface is used to explore a large subset of candidate models, which is especially useful in screening scenarios. This workshop includes demonstrations with real datasets with a large amount of input factors. No prior knowledge of EFFEX or on discrete optimization is required, but basic familiarity with regression concepts will prove useful.