Frank Harrell, Jr shows you how to implement this in R, in his book, Regression Modeling Strategies.
~~~~~~~~~~~ Scott R Millis, PhD, ABPP (CN,CL,RP), CStat, CSci Professor & Director of Research Dept of Physical Medicine & Rehabilitation Dept of Emergency Medicine Wayne State University School of Medicine 261 Mack Blvd Detroit, MI 48201 Email: aa3...@wayne.edu Email: srmil...@yahoo.com Tel: 313-993-8085 Fax: 313-966-7682 --- On Thu, 1/7/10, Kjetil Halvorsen <kjetilbrinchmannhalvor...@gmail.com> wrote: > From: Kjetil Halvorsen <kjetilbrinchmannhalvor...@gmail.com> > Subject: Re: [R] logistic regression based on principle component analysis > To: "Steve Lianoglou" <mailinglist.honey...@gmail.com> > Cc: r-help@r-project.org, "江文恺" <biology0...@hotmail.com> > Date: Thursday, January 7, 2010, 12:27 PM > for an alternative (lasso) approach, > look at the packages (CRAN) > grpreg, grplasso, glmnet, penalized and certainly > some others. > > Kjetil B H > > On Thu, Jan 7, 2010 at 2:06 PM, Steve Lianoglou > <mailinglist.honey...@gmail.com> > wrote: > > Hi, > > > > On Thu, Jan 7, 2010 at 11:57 AM, 江文恺 <biology0...@hotmail.com> > wrote: > >> > >> Dear all: > >> > >> I try to analyse a dataset which contain one > binary response variable and serveral predict variables, but > multiple colinear problem exists in my dataset, some paper > suggest that logistic regression for principle components is > suit for these noise data, > >> but i only find R can done principle component > regression using "pls" package, > >> is there any package that can do the task i need - > logistic regression based on principle components, > >> if not, can anyone give some suggestion about how > to use R to do my work. > > > > Is this any different than first doing PCA to do the > dimensionality > > reduction (which presumably will take care of your > colinearity), then > > doing the logistic regression on your reduced input > space? > > > > If so: no package is really necessary, right? It's > just a two-step > > solution you need to write up. > > > > -steve > > -- > > Steve Lianoglou > > Graduate Student: Computational Systems Biology > > | Memorial Sloan-Kettering Cancer Center > > | Weill Medical College of Cornell University > > Contact Info: http://cbio.mskcc.org/~lianos/contact > > > > ______________________________________________ > > 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. > > > > ______________________________________________ > 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. > ______________________________________________ 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.
