David Winsemius wrote:
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
Amen to that.
Annie, resist the temptation. These methods bite.
Frank
Heritage Laboratories
West Hartford, CT
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--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
______________________________________________
R-help@r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
