Re: [R] variable selection in logistic

2009-09-03 Thread annie Zhang
p-boun...@r-project.org > >> > [mailto:r-help-boun...@r-project.org > <mailto:r-help-boun...@r-project.org > > ><mailto:r-help-boun...@r-project.org > <mailto:r-help-boun...@r-project.org>>] > On >Behalf Of Fr

Re: [R] variable selection in logistic

2009-09-03 Thread Don McKenzie
--- >> From: r-help-boun...@r-project.org >> <mailto:r-help-boun...@r-project.org> >><mailto:r-help-boun...@r-project.org >> <mailto:r-help-boun...@r-project.org>> >>[mailto:r-help-boun...@r-p

Re: [R] variable selection in logistic

2009-09-03 Thread Frank E Harrell Jr
Behalf Of Frank E Harrell Jr Sent: Wednesday, September 02, 2009 9:07 PM To: annie Zhang Cc: r-help@r-project.org <mailto:r-help@r-project.org> <mailto:r-help@r-project.org <mailto:r-help@r-project.org>> Subject: Re: [R]

Re: [R] variable selection in logistic

2009-09-03 Thread milton ruser
cannot overcome the "as many > >>variables as samples" problem either. Entropy rules. If what is > >>sought is a > >>way to determine the "truly important" variables, then the study must > >> be > >>designed to pro

Re: [R] variable selection in logistic

2009-09-03 Thread annie Zhang
t >> be >>designed to provide the information to do so. You don't get >>something for >>nothing. >> >>Cheers, >> >>Bert Gunter >>Genentech Nonclinical Biostatistics >> >> >>-Original Message- &g

Re: [R] variable selection in logistic

2009-09-03 Thread Frank E Harrell Jr
elp-boun...@r-project.org> [mailto:r-help-boun...@r-project.org <mailto:r-help-boun...@r-project.org>] On Behalf Of Frank E Harrell Jr Sent: Wednesday, September 02, 2009 9:07 PM To: annie Zhang Cc: r-help@r-project.org <mailto:r-help@r-project.org> Subj

Re: [R] variable selection in logistic

2009-09-03 Thread annie Zhang
: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] > On > Behalf Of Frank E Harrell Jr > Sent: Wednesday, September 02, 2009 9:07 PM > To: annie Zhang > Cc: r-help@r-project.org > Subject: Re: [R] variable selection in logistic > > annie Zhang wrote: > >

Re: [R] variable selection in logistic

2009-09-03 Thread Bert Gunter
unter Genentech Nonclinical Biostatistics -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Frank E Harrell Jr Sent: Wednesday, September 02, 2009 9:07 PM To: annie Zhang Cc: r-help@r-project.org Subject: Re: [R] variable selection in logisti

Re: [R] variable selection in logistic

2009-09-03 Thread Max Kuhn
>>  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.

Re: [R] variable selection in logistic

2009-09-02 Thread Frank E Harrell Jr
annie Zhang wrote: Hi, Frank, 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 con

Re: [R] variable selection in logistic

2009-09-02 Thread annie Zhang
Hi, Frank, 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 On Wed, Sep 2, 2009 at 7:41 PM, Frank E Harrell Jr wrote: > David Winsemiu

Re: [R] variable selection in logistic

2009-09-02 Thread Ben Bolker
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

Re: [R] variable selection in logistic

2009-09-02 Thread Frank E Harrell Jr
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 sam

Re: [R] variable selection in logistic

2009-09-02 Thread David Winsemius
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 variable

[R] variable selection in logistic

2009-09-02 Thread annie Zhang
Hi, R users, What may be the best function in R to do variable selection in logistic regression? 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 st