[D] How to check if my datasets have covariate shifts?
I have 2 datasets where the covariates used are the same but the scale used are different. For example, dataset 1 could have scale for pressure parameter at 0.1, 0.2, 0.5, 0.8 and dataset 2 scale for the pressure parameter is 0.3, 0.8, 0.2, 0.9, 1.0
so far I have plotted the distribution for the response variable (dependent variable) and dataset1 and dataset2 have different distributions for the response variable but if I understand correctly, covariate shift occurs when the distribution of the covariate differs between dataset1 and dataset2.
How can I properly check this assumption?
If I am planning to train a model on dataset1 to be tested for dataset2 with a different distribution, what are the methods that can be used ( this is a regression task) besides Neural Network?