For a single response variable tools like LASSO, LARS, ridge regression, elasticnet, model averageing, and other penalized methods (packages lasso2, lars, rms, elasticnet, MASS, BMA, and probably others implement these tools) are preferred to stepwise methods. I don't know if any of these have been implemented to work with multivariate responses (or how that would affect the methods).
On Tue, Oct 30, 2012 at 10:15 AM, paola <aikaterin...@hotmail.com> wrote: > Dear Greg > > Thank you very much for your answer , I would like also to put a smile for > the way you answer me, . What do you mean by other methods, can you > reccomend me one?(Thank you). > > At last I decide to do it by my self one by one... > But I would like to hear another approach. > > Thanks in advance!!! > Paola > > > > -- > View this message in context: > http://r.789695.n4.nabble.com/error-in-lm-tp4647840p4647894.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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. -- Gregory (Greg) L. Snow Ph.D. 538...@gmail.com ______________________________________________ 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.
