I do not have enough test data for regression analysis although I know there are some statistical regression methods that can be used for small dataset. That is why I need build a model firslty using training dataset.
Thanks, Jim --- On Mon, 30/1/12, Liaw, Andy <andy_l...@merck.com> wrote: > From: Liaw, Andy <andy_l...@merck.com> > Subject: RE: [R] Variable selection based on both training and testing data > To: "'Jin Minming'" <jminm...@yahoo.com>, "r-help@r-project.org" > <r-help@r-project.org> > Date: Monday, 30 January, 2012, 13:39 > Variable section is part of the > training process-- it chooses the model. By > definition, test data is used only for testing (evaluating > chosen model). > > If you find a package or function that does variable > selection on test data, run from it! > > Best, > Andy > > > -----Original Message----- > > From: r-help-boun...@r-project.org > > > [mailto:r-help-boun...@r-project.org] > On Behalf Of Jin Minming > > Sent: Monday, January 30, 2012 8:14 AM > > To: r-help@r-project.org > > Subject: [R] Variable selection based on both training > and > > testing data > > > > Dear all, > > > > The variable selection in regression is usually > determined by > > the training data using AIC or F value, such as > stepAIC. Is > > there some R package that can consider both the > training and > > test dataset? For example, I have two separate training > data > > and test data. Firstly, a regression model is obtained > by > > using training data, and then this model is tested by > using > > test data. This process continues in order to find some > > > possible optimal models in terms of RMSE or R2 for both > > > training and test data. > > > > Thanks, > > > > Jim > > > > ______________________________________________ > > 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. > > > Notice: This e-mail message, together with any > attachments, contains > information of Merck & Co., Inc. (One Merck Drive, > Whitehouse Station, > New Jersey, USA 08889), and/or its affiliates Direct contact > information > for affiliates is available at > http://www.merck.com/contact/contacts.html) that may be > confidential, > proprietary copyrighted and/or legally privileged. It is > intended solely > for the use of the individual or entity named on this > message. If you are > not the intended recipient, and have received this message > in error, > please notify us immediately by reply e-mail and then delete > it from > your system. > > ______________________________________________ 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.
