The reason that you are not likely getting replies is that what you propose to do is considered a poor way of building models.
You need to get out of the "SAS Mindset". I would suggest you obtain a copy of Frank Harrell's book: http://www.amazon.com/exec/obidos/ASIN/0387952322/ and then consider using his 'rms' package on CRAN to engage in modeling building strategies and validation. Regards, Marc Schwartz On Oct 26, 2011, at 11:35 AM, RAJ wrote: > Can I atleast get help with what pacakge to use for logistic > regression with all possible models and do prediction. I know i can > use regsubsets but i am not sure if it has any prediction functions to > go with it. > > Thanks > > On Oct 25, 6:54 pm, RAJ <dheerajathr...@gmail.com> wrote: >> Hello, >> >> I am pretty new to R, I have always used SAS and SAS products. My >> target variable is binary ('Y' and 'N') and i have about 14 predictor >> variables. My goal is to compare different variable selection methods >> like Forward, Backward, All possible subsests. I am using >> misclassification rate to pick the winner method. >> >> This is what i have as of now, >> >> Reg <- glm (Graduation ~., DFtrain,family=binomial(link="logit")) >> step <- extractAIC(Reg, direction="forward") >> pred <- predict(Reg, DFtest,type="response") >> mis <- mean({pred > 0.5} != {DFtest[,"Graduation"] == "Y"}) >> This program actually works but I needed to check to make sure am >> doing this right. Also, I am getting the same misclassification rates >> for all different methods. >> >> I also tried to use >> >> Reg <- leaps(Graduation ~., DFtrain) >> pred <- predict(Reg, DFtest,type="response") >> mis <- mean({pred > 0.5} != {DFtest[,"Graduation"] == "Y"}) >> #print(summary(mis)) >> which doesnt work >> >> and >> >> Reg <- regsubsets(Graduation ~., DFtrain) >> pred <- predict(Reg, DFtest,type="response") >> mis <- mean({pred > 0.5} != {DFtest[,"Graduation"] == "Y"}) >> #print(summary(mis)) >> >> The Regsubsets will work but the 'predict' function does not work with >> it. Is there any other way to do predictions when using regsubsets >> >> Any help is appreciated. >> >> Thanks, ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
