Re: [R] Stepwise regression for multivariate case in R?

On 26.04.2013 13:58, Jonathan Jansson wrote: Hi! I am trying to make a stepwise regression in the multivariate case, using Wilks' Lambda test. I've tried this: greedy.wilks(cbind(Y1,Y2) ~ . , data=my.data ) But it only returns: Error in model.frame.default(formula = X[, j] ~ grouping, drop

Re: [R] Stepwise regression for multivariate case in R?

Since stepwise methods do not work as advertised in the univariate case I'm wondering why they should work in the multivariate case. Frank Jonathan Jansson wrote > Hi! I am trying to make a stepwise regression in the multivariate case, > using Wilks' Lambda test. > I've tried this: >> greedy.wil

[R] Stepwise regression for multivariate case in R?

Hi! I am trying to make a stepwise regression in the multivariate case, using Wilks' Lambda test. I've tried this: > greedy.wilks(cbind(Y1,Y2) ~ . , data=my.data ) But it only returns: Error in model.frame.default(formula = X[, j] ~ grouping, drop.unused.levels = TRUE) : variable lengths dif

Re: [R] Stepwise regression scope: all interacting terms (.^2)

David, thanks for the feedback! Steve, thanks for the direction! I have heard and read some about Dr. Harrell's work but somehow had missed the term "penalized logistic regression." That was helpful for finding more specific sources to follow Dr. Harrell's (and other's) suggestions. I may have

Re: [R] Stepwise regression scope: all interacting terms (.^2)

Hi Mark, To put some context to David's response below, you can search the list archives for times when people ask about stepwise regression. You can get started here: http://search.gmane.org/search.php?group=gmane.comp.lang.r.general&query=stepwise+penalized The long and short of it is that you

Re: [R] Stepwise regression scope: all interacting terms (.^2)

On Nov 16, 2012, at 12:16 PM, Mark Ebbert wrote: > I haven't heard anything on this question. Is there something fundamentally > wrong with my question? Any feedback is appreciated. > Perhaps failure to read this sig at the bottom of every posted message to rhelp? "PLEASE do read the posting

Re: [R] Stepwise regression scope: all interacting terms (.^2)

I haven't heard anything on this question. Is there something fundamentally wrong with my question? Any feedback is appreciated. Mark On Nov 15, 2012, at 8:13 AM, Mark T. W. Ebbert wrote: > Dear Gurus, > > Thank you in advance for your assistance. I'm trying to understand scope > better when p

[R] Stepwise regression scope: all interacting terms (.^2)

Dear Gurus, Thank you in advance for your assistance. I'm trying to understand scope better when performing stepwise regression using "step." I have a model with a binary response variable and 10 predictor variables. When I perform stepwise regression I define scope=.^2 to allow interactions be

Re: [R] Stepwise Regression with no Origin

011 10:28:10 AM Subject: Re: [R] Stepwise Regression with no Origin On 12.04.2011 21:52, Zd Gibbs wrote: > Sorry, the first version was incomplete. I'm trying again. > > I am running a regression equation and i want to enter in 12 IV then stepwise > enter 8 variables and not

Re: [R] Stepwise Regression with no Origin

On 12.04.2011 21:52, Zd Gibbs wrote: Sorry, the first version was incomplete. I'm trying again. I am running a regression equation and i want to enter in 12 IV then stepwise enter 8 variables and not have an origin. DV is "shfl". I want to enter in the following 12 independent dummy variable

[R] Stepwise Regression with no Origin

Sorry, the first version was incomplete. I'm trying again. I am running a regression equation and i want to enter in 12 IV then stepwise enter 8 variables and not have an origin.   DV is "shfl". I  want to enter in the following 12 independent dummy variables ajan bfeb cmar dapr emay fjun An

[R] Stepwise Regression with no Origin

I am running a regression equation and i want to enter in 12 IV then stepwise enter 8 variables and not have an origin.   DV is "shfl". I  want to enter in the following 12 independent dummy variables ajan bfeb cmar dapr emay fjun And then I want to enter in a stepwise fashion slag6 slag6 sla

Re: [R] Stepwise Regression + entry/exit significance level

Shubha Vishwanath Karanth wrote: > Hi R, > > > > Does the "step" function used to perform stepwise regression has the > option to specify the entry/exit significance levels for the independent > variables? (This is similar to the 'slentry' and 'slstay' option in > 'Proc reg' of SAS.). Or do we

Re: [R] Stepwise Regression + entry/exit significance level

The values of slentry and slstay that will avoid ruining the statistical properties of the result are slentry=1.0 and slstay=1.0. Frank Frank E Harrell Jr Professor and ChairmanSchool of Medicine Department of Biostatistics Vanderbilt University On Sat, 14 Aug

[R] Stepwise Regression + entry/exit significance level

Hi R, Does the "step" function used to perform stepwise regression has the option to specify the entry/exit significance levels for the independent variables? (This is similar to the 'slentry' and 'slstay' option in 'Proc reg' of SAS.). Or do we have any other package which does the above? Than

Re: [R] stepwise regression-fitting all possible models

Hi, On Tue, Apr 13, 2010 at 12:51 PM, aspa wrote: > > Dear All, > > I am new to R and I would like to do the following: > > I want to fit a logistic model with 3 predictors and then perform a stepwise > regression to select the best possible model using either the AIC/BIC > criterion. > > I have

[R] stepwise regression-fitting all possible models

Dear All, I am new to R and I would like to do the following: I want to fit a logistic model with 3 predictors and then perform a stepwise regression to select the best possible model using either the AIC/BIC criterion. I have used the stepAIC function which works fine but using this method onl

Re: [R] Stepwise regression

On Dec 10, 2008, at 8:03 AM, Frank E Harrell Jr wrote: Maithili Shiva wrote: Hi, I have the response variable 'Y' and four predictors say X1, X2, X3 and X4. Assuming all the assmptions like Y follows normal distribution etc. hold and I want to run linear multiple regression. How do I run

Re: [R] Stepwise regression

Maithili Shiva wrote: Hi, I have the response variable 'Y' and four predictors say X1, X2, X3 and X4. Assuming all the assmptions like Y follows normal distribution etc. hold and I want to run linear multiple regression. How do I run the stepwise regression (forward as well as the backward re

[R] Stepwise regression

Hi, I have the response variable 'Y' and four predictors say X1, X2, X3 and X4. Assuming all the assmptions like Y follows normal distribution etc. hold and I want to run linear multiple regression. How do I run the stepwise regression (forward as well as the backward regression). >From other

Re: [R] Stepwise regression

On Fri, 9 May 2008, Berthold wrote: I am using stepAIC for stepwise regression modeling. Is there a way to change the entry and exit alpha levels for the stepwise regression using stepAIC ? No, because it does not use 'entry and exit alpha levels', rather AIC. I do not believe you have consu

Re: [R] Stepwise regression

does not ensure that a reasonable answer can be extracted from a given body of data. ~ John Tukey -Oorspronkelijk bericht- Van: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] Namens Berthold Verzonden: vrijdag 9 mei 2008 11:00 Aan: r-help@r-project.org Onderwerp: [R] Stepwise regression

[R] Stepwise regression

I am using stepAIC for stepwise regression modeling. Is there a way to change the entry and exit alpha levels for the stepwise regression using stepAIC ? Many thanks, Berthold Berthold Stegemann Bakken Research Center Maastricht The Netherlands [[alternative HTML version deleted]] __