R help - Nov 2010 - Is there effective way using R to select variables subset!

Hi,
I wonder is there any way to select  a subset useful variables from a  large 
data set of variables to build a linear function with a single y. I know some 
methods without validation in the selection procedure. I want to know is there 
any way to do effectively with validation?
thanks!

Zhizhong



      
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Check out the rms package, especially the validate function.

-- 
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
801.408.8111

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
> project.org] On Behalf Of Dorm Eight
> Sent: Wednesday, November 10, 2010 8:03 PM
> To: r-help at r-project.org
> Subject: [R] Is there effective way using R to select variables subset!
> 
> Hi,
> I wonder is there any way to select  a subset useful variables from a
> large
> data set of variables to build a linear function with a single y. I
> know some
> methods without validation in the selection procedure. I want to know
> is there
> any way to do effectively with validation?
> thanks!
> 
> Zhizhong
> 
> 
> 
> 
> 	[[alternative HTML version deleted]]
> 
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