[R] what is criterion of removing independence?

[bbslover]

Hello, all
    I have a lot of independents and one dependent, finally, I want to build
one model using them, and predict the new samples value, that is regression.

   before it, I must remove some independents according to  some criterion: 
1. constant values independent. 2. variant near zero. 3. percentage of zero
values > what?? 4. have other critorion?

for 3. and 4. 

3.  I have no idea,  generally sepeaking, the corresponding independent with
what is percentage of zero values should be removed (20% or 50% or others,
have paper support?).

4.  statistical, have any critorions that are used to removed independent? 
give me a hand.

Actually, my questions is about feature selections, it is so complex, I hope
any friends can give me a guidance.

how can I leave those independent which is good to correlate to
dependent.(i.e. high correlation coefficent R and small predictive error
etc.). And removel "bad" independents.

thank  you!
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