I have a large amount of variables (24) to predict a Y/N value, and I would like help for writting a procedure that automatically tries the different results of the factor selection to see how good the regression turns out to be, and of course I want to save the best model for later use.

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#### Best Answer

First of all, consider if the factor analysis is the right way to do feature extraction. I would suggest to use principal component analysis to make dimension reduction first and then use extracted features as predictor variables. Depends on your settings you should also use appropriate cross-validation regime to access your prediction.

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