# AES Consulting meeting on 21 Jun 2016

## Prediction

Consider a scenario with

- N observations
- P predictors (explanatory variables)

possibly with some grouping structure that we would typically associate with random effects.

Now, suppose the scientific question is to build the best predictive model.

### Options

There are many options to choose from including

- Stepwise model selection (AIC, BIC, pvalue, etc)
- Model averaging (AIC, BIC, etc)
- LASSO
- Random forest

Stepwise model selection has severe problems and is not suggested.

Amongst these, the random forest is the preferred methodology. In R, the randomForest is on CRAN.