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This answer just seems plain wrong to me.

https://stats.stackexchange.com/a/501/39632

The question states that there are more features than observations, so backwards stepwise selection (which would require fitting the full model, which would not converge) just doesn't seem doable.

However, two considerations.

  • The author is a diamond mod, so as a junior member of CV I would err on the side of being deferential, and someone already pointed out the problem. The author's response didn't make a lot of sense to me. ("This is machine learning, so you can.")
  • If the question were not a CW I think I would just -1 it, +1 the existing objection, and move on. In this case though, I am wondering whether the traditional injunction against editing someone else's answer in a way that is inconsistent with the intent still holds here. (Related question, but not on CW answers: Should I edit a factual error?)
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  • $\begingroup$ On the statistical issue see e.g. stats.stackexchange.com/a/151305/17230. $\endgroup$ – Scortchi - Reinstate Monica Apr 5 '16 at 13:46
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    $\begingroup$ Perhaps mbq's idea was to use some weak regularization (e.g. L2) to fit the full model? This could work then. $\endgroup$ – amoeba says Reinstate Monica Apr 5 '16 at 14:20
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    $\begingroup$ Also, I don't see a "factual error" that you can "correct". How do you want to edit this answer? To strike everything through and to append "This is wrong" in big letters on top? That does not sound like a good edit. $\endgroup$ – amoeba says Reinstate Monica Apr 5 '16 at 14:21
  • $\begingroup$ @amoeba: Yes - that would apply even if it were CW "proper". $\endgroup$ – Scortchi - Reinstate Monica Apr 5 '16 at 14:23
  • $\begingroup$ @amoeba: I added a comment to the question that might help. $\endgroup$ – Scortchi - Reinstate Monica Apr 5 '16 at 14:41
  • $\begingroup$ @Scortchi: I guess you meant "to the answer". I upvoted. $\endgroup$ – amoeba says Reinstate Monica Apr 5 '16 at 15:53
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  • You don't need to defer to moderators' opinions on statistical issues.

  • We abuse the CW feature to allow questions that don't meet our guidelines, but which nevertheless we like for some reason or other - in particular "big list" questions. This is an example.

So the advice at Should I edit a factual error? applies.

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