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**Answer from Analytics Vidhya: ****While working on a data set, how do you select important variables? Explain your methods.****Answer:** Following are the methods of variable selection you can use:

- Remove the correlated variables prior to selecting important variables
- Use linear regression and select variables based on p values
- Use Forward Selection, Backward Selection, Stepwise Selection
- Use Random Forest, Xgboost and plot variable importance chart
- Use Lasso Regression
- Measure information gain for the available set of features and select top n features accordingly.

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