>> You mean the backward and forward stepwise selection is bad? You also >> suggest the penalized logistic regression is the best choice? Is there any >> function to do it as well as selecting the best penalty? >> Annie > > All variable selection is bad unless its in the context of penalization. > You'll need penalized logistic regression not necessarily with variable > selection, for example a quadratic penalty as in a case study in my book, or > an L1 penalty (lasso) using other packages. >
The is also glmnet(), which can fit generalized linear models with L1 and L2 penalties. Max ______________________________________________ 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.
