What could be the issue when the beta value for a certain variable varies way too much in each subset when regression is run on different subsets of the given dataset?
4 years ago
Machine Learning
Variations in the beta values in every subset implies that the dataset is heterogeneous. To overcome this problem, we can use a different model for each of the clustered subsets of the dataset or use a non-parametric model such as decision trees.
Sanisha Maharjan
Jan 11, 2022