Re: [R] Fw: Variable selection based on both training and testing data

Jim, With regard to variable and model selection, you might consider using Bayesian model averaging (bma program) or some sort of shrinkage (lars or lasso2 programs). Scott Millis From: Jin Minming To: "r-help@r-project.org" ; SR Millis Se

[R] Fw: Variable selection based on both training and testing data

From: SR Millis To: Jin Minming Sent: Monday, January 30, 2012 9:25 AM Subject: Re: [R] Variable selection based on both training and testing data Jim, First, stepwise methods for variable selection should be avoided.  Frank Harrell (in Regression Modeling Strategies) discusses this at

[R] Fw: Variable selection based on both training and testing data

From: SR Millis To: Jin Minming Sent: Monday, January 30, 2012 9:25 AM Subject: Re: [R] Variable selection based on both training and testing data Jim, First, stepwise methods for variable selection should be avoided.  Frank Harrell (in Regression Modeling Strategies) discusses this at

Re: [R] logistic regression based on principle component analysis

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