On Sep 2, 2009, at 9:36 PM, annie Zhang wrote:
Hi, R users,
What may be the best function in R to do variable selection in
logistic
regression?
PhD theses, and books by famous statisticians have been pursuing the
answer to that question for decades.
I have the same number of variables as the number of samples,
and I want to select the best variablesfor prediction. Is there any
function
doing forward selection followed by backward elimination in stepwise
logistic regression?
You should probably be reading up on penalized regression methods. The
stepwise procedures reporting unadjusted "significance" made available
by SAS and SPSS to the unwary neophyte user have very poor statistical
properties.
--
David Winsemius, MD
Heritage Laboratories
West Hartford, CT
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