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I have a dataset with more than 200 features and I would like to reduce the number in order not to overestimate the prediction of the outcome.
Does anyone know whether there is any option in SPSS to calculate mutual information between the target value (Y) and the independent variables (X) or any other method to check which variables are relevant and which are irrelevant?
Thank you!
I’ve not seen the term “features” used in this context, but I think you are in need of Principal Component Analysis.
However, doing statistics without knowing what you are doing is a good way to make meaningless numbers; I suggest you consult a statistician.