Re: [R] Linear Regression Problem

2009-07-14 Thread Alex Roy
_pages/Varadhan.h > tml > > > > > > > > > -Original Message- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] > On > Behalf Of Alex Roy > Sent

Re: [R] Linear Regression Problem

2009-07-14 Thread Ravi Varadhan
(UniPa) Cc: r-help@r-project.org Subject: Re: [R] Linear Regression Problem Dear Vito, Thanks for your comments. But I want to do Simple linear regression not Multiple Linear regression. Multiple Linear regression is not possible here as number of variables are much more than samples.

Re: [R] Linear Regression Problem

2009-07-14 Thread Liaw, Andy
y)) Andy > -Original Message- > From: r-help-boun...@r-project.org > [mailto:r-help-boun...@r-project.org] On Behalf Of Alex Roy > Sent: Tuesday, July 14, 2009 11:29 AM > To: Vito Muggeo (UniPa) > Cc: r-help@r-project.org > Subject: Re: [R] Linear Regression Problem > >

Re: [R] Linear Regression Problem

2009-07-14 Thread Alex Roy
Dear Vito, Thanks for your comments. But I want to do Simple linear regression not Multiple Linear regression. Multiple Linear regression is not possible here as number of variables are much more than samples.( X is ill condioned, inverse of X^TX does not exist! ) I just want to tak

Re: [R] Linear Regression Problem

2009-07-14 Thread Vito Muggeo (UniPa)
dear Alex, I think your problem with a large number of predictors and a relatively small number of subjects may be faced via some regularization approach (ridge or lasso regression..) hope this helps you, vito Alex Roy ha scritto: Dear All, I have a matrix say, X ( 100 X 40

[R] Linear Regression Problem

2009-07-14 Thread Alex Roy
Dear All, I have a matrix say, X ( 100 X 40,000) and a vector say, y (100 X 1) . I want to perform linear regression. I have scaled X matrix by using scale () to get mean zero and s.d 1 . But still I get very high values of regression coefficients. If I scale X matrix, then the