Question

I am facing an issue where I have 7 sets of different variables/columns/predictors.

I am trying to predict same target variable and I want to observe the importance/effect of all the sets according to their importance in an ordered manner. (I am trying to use ridge regression models for each of the 7 individual set as I want to keep all the variables and I want to combine the output of these 7 models, each set has more than 20 variables)

No correct solution

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