Re: [R] Stepwise rQTL-unknown warning message and odd QTL curve

2015-05-23 Thread John Kane
> To: lig...@statistik.tu-dortmund.de > Subject: Re: [R] Stepwise rQTL-unknown warning message and odd QTL curve > > Sorry, I'll try to provide more detail about what I have done so far with > code and any relevant output results. > > >library(qtl) > >sawfly.cross &

Re: [R] Stepwise rQTL-unknown warning message and odd QTL curve

2015-05-23 Thread Claire O'Quin
ne > Kingston ON Canada > > > > -Original Message- > > From: lig...@statistik.tu-dortmund.de > > Sent: Sat, 23 May 2015 09:36:15 +0200 > > To: claire.oq...@uky.edu, r-help@r-project.org > > Subject: Re: [R] Stepwise rQTL-unknown warning message and odd QTL curve >

Re: [R] Stepwise rQTL-unknown warning message and odd QTL curve

2015-05-23 Thread Claire O'Quin
Sorry, I'll try to provide more detail about what I have done so far with code and any relevant output results. >library(qtl) >sawfly.cross <- read.cross(format="csv", file="~/Desktop/Sawfly_data/QTL/Sawfly_QTL.csv", na.strings="NA", genotypes=c("A", "B"), alleles=c("A", "B"), estimate.map=F) --Re

Re: [R] Stepwise rQTL-unknown warning message and odd QTL curve

2015-05-23 Thread John Kane
o: claire.oq...@uky.edu, r-help@r-project.org > Subject: Re: [R] Stepwise rQTL-unknown warning message and odd QTL curve > > > > On 23.05.2015 01:07, Claire O'Quin wrote: >> Hi There, >> >> I am running a stepwise QTL for a backcross and got the following &g

Re: [R] Stepwise rQTL-unknown warning message and odd QTL curve

2015-05-23 Thread Uwe Ligges
On 23.05.2015 01:07, Claire O'Quin wrote: Hi There, I am running a stepwise QTL for a backcross and got the following warning message: Warning message: In lastout[[i]] - (max(lastout[[i]]) - dropresult[rn == qn[i], 3]) : longer object length is not a multiple of shorter object length So

Re: [R] Stepwise selection with qAIC and qBIC

2013-09-04 Thread Xochitl CORMON
Here is a solution I applied using qAIC and package bbmle so I share it for next ones. It is not really automatized as I need to read every results of the drop() test an enter manually the less significant variable but I guess a function can be created in this goal. nullQ <- update (null, fami

Re: [R] stepwise discriminant analysis using wilks lambda

2013-06-11 Thread Frank Harrell
Unless you have detailed simulations to back up the performance of this method I would avoid it. It violates several statistical principles. Frank Hari wrote > Hello R geeks, > > Waiting for an reply. > > Thanks, > Hari - Frank Harrell Department of Biostatistics, Vanderbilt Universit

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

2013-04-27 Thread Uwe Ligges
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?

2013-04-26 Thread Frank Harrell
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

Re: [R] stepwise variable selection method wanted

2013-01-26 Thread Uwe Ligges
On 19.01.2013 01:57, Julien Mehl Vettori wrote: Dear Herry, This is the R-help mailing list with thousands of readers. Your message is without any context. Do you really expect an answer? Best, Uwe Ligges I would like to know if you found an answer elsewhere to your question. I'm trying

Re: [R] Stepwise analysis with fixed variables

2012-11-22 Thread Einat
Thanks. -- View this message in context: http://r.789695.n4.nabble.com/Stepwise-analysis-with-fixed-variables-tp4650015p4650419.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing list https://stat.ethz.ch/m

Re: [R] Stepwise analysis with fixed variables

2012-11-21 Thread PIKAL Petr
eter alpha in a step function. Regards Petr > -Original Message- > From: r-help-boun...@r-project.org [mailto:r-help-bounces@r- > project.org] On Behalf Of Einat > Sent: Wednesday, November 21, 2012 1:41 PM > To: r-help@r-project.org > Subject: Re: [R] Stepwise a

Re: [R] Stepwise analysis with fixed variables

2012-11-21 Thread Marc Schwartz
On Nov 21, 2012, at 6:41 AM, Einat wrote: > These are my questions: > > 1. For example, if this is my code: > >> RegModel = > lm(glucose~sex+BMI+height+weight+education+ses,weight=w_without_non_response) >> summary(RegModel) >> step(RegModel, direction ="backward",scope=list(lower=?,upper=?)

Re: [R] Stepwise analysis with fixed variables

2012-11-21 Thread Einat
These are my questions: 1. For example, if this is my code: >RegModel = lm(glucose~sex+BMI+height+weight+education+ses,weight=w_without_non_response) >summary(RegModel) >step(RegModel, direction ="backward",scope=list(lower=?,upper=?)) and I want the sex and height variables to be fixed, but

Re: [R] Stepwise analysis with fixed variables

2012-11-21 Thread Einat
These are my questions: 1. For example, if this is my code: >RegModel = lm(glucose~sex+BMI+height+weight+education+ses,weight=w_without_non_response) >summary(RegModel) >step(RegModel, direction ="backward",scope=list(lower=?,upper=?)) and I want the sex and height variables to be fixed, b

Re: [R] Stepwise analysis with fixed variables

2012-11-21 Thread PIKAL Petr
Hi. What questions? I do not see any. Petr > -Original Message- > From: r-help-boun...@r-project.org [mailto:r-help-bounces@r- > project.org] On Behalf Of Einat > Sent: Wednesday, November 21, 2012 9:32 AM > To: r-help@r-project.org > Subject: Re: [R] Stepwise a

Re: [R] Stepwise analysis with fixed variables

2012-11-21 Thread Einat
I am sorry, but I think my questions were forgotten. Can someone please answer them? Thank you :) -- View this message in context: http://r.789695.n4.nabble.com/Stepwise-analysis-with-fixed-variables-tp4650015p4650264.html Sent from the R help mailing list archive at Nabble.com. __

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

2012-11-19 Thread Mark Ebbert
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 analysis with fixed variables

2012-11-19 Thread Einat
Thank you for the quick reply. Two more questions: 1. For example, if this is my code: >RegModel = lm(glucose~sex+BMI+height+weight+education+ses,weight=w_without_non_response) >summary(RegModel) >step(RegModel, direction ="backward",scope=list(lower=?,upper=?)) and I want the sex and height var

Re: [R] Stepwise analysis with fixed variables

2012-11-19 Thread Uwe Ligges
On 19.11.2012 08:49, Einat wrote: Hello, How can I run a backward stepwise regression with part of the variables fixed, while the others participate in the backward stepwise analysis? Thank you, Einat Read ?step and about its argument "scope" that can be a list with a "lower" component where

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

2012-11-16 Thread Steve Lianoglou
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)

2012-11-16 Thread David Winsemius
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)

2012-11-16 Thread Mark Ebbert
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

Re: [R] Stepwise

2012-11-15 Thread arun
Hi, May be this helps: set.seed(232) mat1<-matrix(sample(1:100,80,replace=TRUE),ncol=8) #with 8 columns dat1<-data.frame(mat1)  names(dat1)[1]<-"Y"  form1<-as.formula(paste("Y~",paste(names(dat1)[2:8],collapse="+"))) #should change "8" to "400" fit.final<-lm(form1,data=dat1) fit.final #Call: #lm

Re: [R] stepwise in svyglm???

2012-07-25 Thread Thomas Lumley
On Tue, Jul 24, 2012 at 2:48 PM, Diana Marcela Martinez Ruiz wrote: > Hello, > > I want to know how to perform stepwise elimination of variables to svyglm > If that's actually what you want to do (which as Frank points out, it probably isn't), you'll have to do it by hand. The function step() us

Re: [R] stepwise in svyglm???

2012-07-25 Thread Frank Harrell
None, except when the bootstrap is used correctly to fully document how well or poorly the modeling strategy worked and one is not interested in doing better or hasn't the time to do so. Cheers, Frank Bert Gunter wrote > > ... which begs the question: In what context is it valid? ;-) > > -- Be

Re: [R] stepwise in svyglm???

2012-07-24 Thread Bert Gunter
... which begs the question: In what context is it valid? ;-) -- Bert On Tue, Jul 24, 2012 at 3:00 PM, Frank Harrell wrote: > Stepwise variable selection is invalid in this context. > Frank > > Diana Marcela Martinez Ruiz wrote >> >> Hello, >> >> I want to know how to perform stepwise eliminat

Re: [R] stepwise in svyglm???

2012-07-24 Thread Frank Harrell
Stepwise variable selection is invalid in this context. Frank Diana Marcela Martinez Ruiz wrote > > Hello, > > I want to know how to perform stepwise elimination of variables to svyglm > > thanks > [[alternative HTML version deleted]] > > __

Re: [R] Stepwise Discriminant Analysis - greedy.wilks

2012-06-20 Thread Uwe Ligges
Please so not double post. After personal communication it turned out that cor(data_indiciN2$I022N2, data_indiciN2$I025N2) was exactly 1. Hence you cannot use both of them in your model and have to skip one of them. Therefore, gw_obj <- greedy.wilks(gruppo ~ . - I025N2, data = data_indiciN2

Re: [R] Stepwise with AICc

2012-05-21 Thread Peter Ehlers
On 2012-05-20 16:22, ejulia17 wrote: Dear Brian, I found this in the archives and was going to follow your advice, but can't get the source code of the function extractAIC you suggest modifying. Getting the full source code of stepAIC straight from the R session (by typing the function name) was

Re: [R] Stepwise with AICc

2012-05-21 Thread ejulia17
Dear Brian, I found this in the archives and was going to follow your advice, but can't get the source code of the function extractAIC you suggest modifying. Getting the full source code of stepAIC straight from the R session (by typing the function name) was immediate. Do I need to go down anot

Re: [R] Stepwise procedure with force.in command

2012-04-09 Thread Peter Ehlers
On 2012-04-09 00:44, Hien Nguyen wrote: Dear R-helpers, I am trying to do a stepwise procedure in which I want to force some variables in the model. I have searched around and it seems that only leaps package allows to force the variable in the stepwise procedure. I use the leaps package and use

Re: [R] stepwise selection for conditional logistic regression

2012-02-22 Thread Frank Harrell
Stepwise variable selection is an invalid statistical method. Who or which book recommended it? Frank Subha P. T. wrote > >  Hi, > > Is there any function available to do stepwise selection of variables in > Conditional(matched) logistic regression( clogit)? step, stepwise  etc are > failing in

Re: [R] stepwise selection for conditional logistic regression

2012-02-22 Thread David Winsemius
On Feb 22, 2012, at 12:03 AM, Subha P. T. wrote: Hi David My data set has about 20 significant variables and step function with logistic regression is working fine( in R-commander). I tried to get conditional logistic by introducing the stratum variable and clogit. The clogit is not conv

Re: [R] stepwise selection for conditional logistic regression

2012-02-21 Thread Subha P. T.
Hi David My data set has about 20 significant variables and  step function with logistic regression is working fine( in R-commander). I tried to get conditional logistic by introducing the stratum variable and clogit. The clogit is not converging but is giving the summary of the model. When step

Re: [R] stepwise selection for conditional logistic regression

2012-02-21 Thread Subha P. T.
 Thanks Steve.  From: Steve Lianoglou To: David Winsemius ject.org> Sent: Friday, February 17, 2012 9:27 PM Subject: Re: [R] stepwise selection for conditional logistic regression Also, when you're doing reading through David's suggestions:

Re: [R] stepwise selection for conditional logistic regression

2012-02-21 Thread Subha P. T.
Thanks Weidong  for your help.I had earlier tried Step AIC also but no use. Trying other options as suggested by the R-group.    Subha [[alternative HTML version deleted]] __ R-help@r-project.org mailing list h

Re: [R] stepwise selection for conditional logistic regression

2012-02-17 Thread Steve Lianoglou
Also, when you're doing reading through David's suggestions: On Fri, Feb 17, 2012 at 10:41 AM, David Winsemius wrote: [snip] > Stepwise procedures are supported somewhat grudgingly on r-help. You ought > to read some of the critical comments about stepwise procedures in the > Archives: > > http:/

Re: [R] stepwise selection for conditional logistic regression

2012-02-17 Thread David Winsemius
On Feb 17, 2012, at 2:10 AM, Subha P. T. wrote: Hi, Is there any function available to do stepwise selection of variables in Conditional(matched) logistic regression( clogit)? step, stepwise etc are failing in case of conditional logistic regression. "Failing" is open to a variety

Re: [R] stepwise selection for conditional logistic regression

2012-02-17 Thread Weidong Gu
stepAIC works for an object of clogit. Weidong Gu On Fri, Feb 17, 2012 at 2:10 AM, Subha P. T. wrote: > > >  Hi, > > Is there any function available to do stepwise selection of variables in > Conditional(matched) logistic regression( clogit)? step, stepwise  etc are > failing in case of condit

Re: [R] stepwise variable selection with multiple dependent variables

2012-02-10 Thread Mitchell Maltenfort
"Anova.mlm" would be one way to do model selection. On Fri, Feb 10, 2012 at 4:29 PM, Fugate, Michael L wrote: > Good Day, > > I fit a multivariate linear regression model with 3 dependent variables and > several predictors using the lm function.  I would like to use stepwise > variable select

Re: [R] Stepwise in lme

2011-12-22 Thread Frank Harrell
Stepwise regression without proper penalization is invalid. Frank Pablo wrote > > I'm manually doing a form of stepwise regression in a mixed model but with > many variables, it is time consuming. I thought I'd try to use an > automated approach. stepAIC gave me false convergence when I used it

Re: [R] Stepwise in lme

2011-12-22 Thread Ben Bolker
Pablo gmail.com> writes: > > I'm manually doing a form of stepwise regression in a mixed model but with > many variables, it is time consuming. I thought I'd try to use an automated > approach. stepAIC gave me false convergence when I used it with my model, > so I thought it can't be hard to s

Re: [R] "stepwise" sum

2011-10-05 Thread Nordlund, Dan (DSHS/RDA)
> -Original Message- > From: r-help-boun...@r-project.org [mailto:r-help-bounces@r- > project.org] On Behalf Of behave > Sent: Wednesday, October 05, 2011 7:07 AM > To: r-help@r-project.org > Subject: [R] "stepwise" sum > > dear R-Community > > is there a function which sums data "stepwis

Re: [R] "stepwise" sum

2011-10-05 Thread Sarah Goslee
> cumsum(c(2,1,4,5)) [1] 2 3 7 12 On Wed, Oct 5, 2011 at 10:06 AM, behave wrote: > dear R-Community > > is there a function which sums data "stepwise" > > exp: > > 2 > 1 > 4 > 5 > > Desired  result > > 2 = 2 > 2+1 = 3 > 2+1+4 = 7 > 2+1+4+5 = 12 > > Is there a built in function for this? > > T

Re: [R] Stepwise model comparisons for mlogit

2011-06-20 Thread Joshua Wiley
Hi Louis, It seems to me that the easiest way to accomplish what you want is to just define an extractAIC method for objects of class "mlogit". I am not familiar with multinomial logistic models, so this may not be correct (I am especially uncertain about the degrees of freedom I used), but it sh

Re: [R] stepwise selection cox model

2011-05-26 Thread linda Porz
Sorry, my question was: Are these two functions (Stata and fastbw (rule="p") R function) should give the same results to the same data? Maybe I need to run these two functions on more than one datasets to answer myself. Many thanks, Linda 2011/5/25 David Winsemius > > On May 25, 2011, at 12:11

Re: [R] stepwise selection cox model

2011-05-25 Thread linda Porz
Many thanks for your reply. I have run a stepwise selection in Stata and R using the function fastbw (rule="p") from Design package. Both functions give the same results. Is this because both functions do the same job or can it be that for different data one will have different results? Many thank

Re: [R] stepwise selection cox model

2011-05-25 Thread David Winsemius
On May 25, 2011, at 12:11 PM, linda Porz wrote: Many thanks for your reply. I have run a stepwise selection in Stata and R using the function fastbw (rule="p") from Design package. Both functions give the same results. Is this because both functions do the same job or can it be that for di

Re: [R] stepwise selection cox model

2011-05-25 Thread Bert Gunter
See the Vignette in the glmnet package for one alternative approach to variable selection. Of course, you need to gain some background to know what you're doing here. -- Bert On Wed, May 25, 2011 at 8:38 AM, Marc Schwartz wrote: > Hi, > > You are unlikely to find one, as fundamentally, stepwise

Re: [R] stepwise selection cox model

2011-05-25 Thread Marc Schwartz
Hi, You are unlikely to find one, as fundamentally, stepwise procedures are a bad way to engage in covariate selection. Search the list archives at rseek.org using 'stepwise' as the keyword to see a plethora of discussion on this point. This is not a new issue BTW, as I happened to stumble upon

Re: [R] stepwise selection cox model

2011-05-25 Thread David Winsemius
On May 25, 2011, at 5:28 AM, linda Porz wrote: Sorry, I have wrote a wrong subject in the first email! Regards, Linda -- Forwarded message -- From: linda Porz Date: 2011/5/25 Subject: combined odds ratio To: r-help@r-project.org Cc: r-help-requ...@stat.math.ethz.ch Dear all

Re: [R] Stepwise Regression with no Origin

2011-04-18 Thread Zd Gibbs
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

2011-04-15 Thread Uwe Ligges
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

Re: [R] Stepwise Discriminant... in R

2011-03-15 Thread Ty Smith
I have tried this with my actual data, and everything works smoothly, including the monotonically decreasing error rates. e.g.: formula Error 1 Cr 0.4167 2 Cr + Mg 0.1667

Re: [R] Stepwise Discriminant... in R

2011-03-13 Thread Bill.Venables
If you want to do a stepwise selection there is a function in the klaR package to do it. This is not what you are asking for, though. You want a way of finding the successive error rates as additional variables are added in the forward selection process. As far as I can see you have to do thi

Re: [R] Stepwise SVM Variable selection

2011-01-07 Thread Georg Ruß
On 06/01/11 23:10:59, Noah Silverman wrote: > I have a data set with about 30,000 training cases and 103 variable. > I've trained an SVM (using the e1071 package) for a binary classifier > {0,1}. The accuracy isn't great. I used a grid search over the C and G > parameters with an RBF kernel to fi

Re: [R] Stepwise SVM Variable selection

2011-01-06 Thread Noah Silverman
I'll give it a try, Thanks! -N On 1/6/11 11:34 PM, Steve Lianoglou wrote: Hi, On Fri, Jan 7, 2011 at 2:10 AM, Noah Silverman wrote: I have a data set with about 30,000 training cases and 103 variable. I've trained an SVM (using the e1071 package) for a binary classifier {0,1}. The accur

Re: [R] Stepwise SVM Variable selection

2011-01-06 Thread Steve Lianoglou
Hi, On Fri, Jan 7, 2011 at 2:10 AM, Noah Silverman wrote: > I have a data set with about 30,000 training cases and 103 variable. > > I've trained an SVM (using the e1071 package) for a binary classifier {0,1}. >  The accuracy isn't great. > > I used a grid search over the C and G parameters with

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

2010-08-14 Thread Peter Dalgaard
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

2010-08-14 Thread Frank Harrell
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

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

2010-04-13 Thread Steve Lianoglou
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

Re: [R] stepwise with F statistics

2009-10-13 Thread Frank E Harrell Jr
Lucas Sevilla García wrote: Hi Community R I need to make a stepwise using F statistics as a criteria to choose variables.I have 3 independant variables and one dependant variable, and I need to choose the best model fitting to my data using F statistics. The problem is I haven't found any packa

Re: [R] stepwise

2009-08-05 Thread David Winsemius
It's a bit of a puzzle to me that this has remained unanswered for 7 hours. Perhaps the readers who know the answers are reluctant to offer them because they have such low opinions of stepwise strategies but do not want to express such negativity. Or perhaps they thought that an RSiteSearch

Re: [R] Stepwise logistic regression with significance testing - stepAIC

2009-05-05 Thread Frank E Harrell Jr
David Freedman wrote: Didn't a 2008 paper by Austin in J Clin Epidemiol show that bootstrapping was just as bad as backward stepwise regression for finding the true predictors? Yes Any variable selection without shrinkage is problematic. Frank http://xrl.in/26em Dimitris Rizopoulos-4 wro

Re: [R] Stepwise logistic regression with significance testing - stepAIC

2009-05-05 Thread David Freedman
Didn't a 2008 paper by Austin in J Clin Epidemiol show that bootstrapping was just as bad as backward stepwise regression for finding the true predictors? http://xrl.in/26em Dimitris Rizopoulos-4 wrote: > > Greg Snow wrote: >> There is not a meaningful alternative way since the way you propos

Re: [R] Stepwise logistic regression with significance testing - stepAIC

2009-05-05 Thread Dimitris Rizopoulos
Greg Snow wrote: There is not a meaningful alternative way since the way you propose is not meaningful. The Wald tests have some know problems even in the well defined cases. Both types of tests are designed to test a predefined hypothesis, not a conditional hypothesis on the stepwise procedure.

Re: [R] Stepwise logistic regression with significance testing - stepAIC

2009-05-05 Thread Greg Snow
There is not a meaningful alternative way since the way you propose is not meaningful. The Wald tests have some know problems even in the well defined cases. Both types of tests are designed to test a predefined hypothesis, not a conditional hypothesis on the stepwise procedure. It is best to

Re: [R] Stepwise regression

2008-12-12 Thread David Winsemius
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

2008-12-10 Thread Frank E Harrell Jr
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

Re: [R] Stepwise lrm()

2008-10-13 Thread Greg Snow
You should note that the author of the lrm function (at least the one in the Design package, I don't know of others) is also one of the most vocal opponents of stepwise regression methods. Using stepwise with lrm() is kind of like borrowing someone's "down with violence" sign to hit them over t

Re: [R] Stepwise

2008-09-04 Thread Frank E Harrell Jr
Also consider the redun function in the Hmisc package, which does not use the response variable but uses flexible nonlinear additive models to predict each predictor variable from all the others, using a stepwise procedure in a formal redundancy analysis. Frank Ben Bolker wrote: Peter Flom

Re: [R] Stepwise

2008-09-04 Thread Ben Bolker
Peter Flom brainscope.com> writes: > > Robin Williams wrote > > Is there any facility in R to perform a stepwise process on a model, > which will remove any highly-correlated explanatory variables? I am told > there is in SPSS. I have a large number of variables (some correlated), > which I

Re: [R] Stepwise

2008-09-04 Thread Peter Flom
Robin Williams wrote Is there any facility in R to perform a stepwise process on a model, which will remove any highly-correlated explanatory variables? I am told there is in SPSS. I have a large number of variables (some correlated), which I would like to just chuck in to a model and perform

Re: [R] Stepwise regression

2008-05-09 Thread Prof Brian Ripley
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

2008-05-09 Thread ONKELINX, Thierry
Berthold, stepAIC does model selected based on AIC (or a similar criterion like BIC). So it does not uses the alpha levels. Hence it's pointless to specify them in stepAIC. HTH, Thierry ir. Thierry Onkelinx Instituu

Re: [R] Stepwise logistic regression....take too long...

2008-04-20 Thread Prof Brian Ripley
On Sun, 20 Apr 2008, Marko Milicic wrote: > Dear R helpers, > > I'm trying to build logistic regression model large dataset 360 factors and > 850 observations. All 360 factors are known to be good predictors of outcome > variable but I have to find best model with maximum 10 factors. I tried to >

Re: [R] Stepwise logistic model selection using Cp and BIC criteria

2007-09-17 Thread Dimitris Rizopoulos
For model selection using BIC you can have a look at stepAIC() from package MASS and boot.stepAIC() from package bootStepAIC. For instance, library(bootStepAIC) boot.stepAIC(glmFit1, data, B = 50, k = log(nrow(n))) where `glmFit1' is the object represinting the fitted model, `data' the data.f