Dear Fellows, How can I do to proced a step wise regression in R, if it´s possible ? Thanks, Walmir __________________________________________________________________________ Acabe com aquelas janelinhas que pulam na sua tela. AntiPop-up UOL - É grátis! http://antipopup.uol.com.br/ [[alternative HTML version deleted]]
Le 03.05.2005 14:53, walmir-rodrigues a ??crit :>Dear Fellows, > >How can I do to proced a step wise regression in R, if it??s possible ? > >Thanks, > >Walmir > >?step ?stepAIC -- ~~~~~~~~ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ ~~~~~~~~ ~~~~~~ Romain FRANCOIS - http://addictedtor.free.fr ~~~~~~ ~~~~ Etudiant ISUP - CS3 - Industrie et Services ~~~~ ~~ http://www.isup.cicrp.jussieu.fr/ ~~ ~~~~ Stagiaire INRIA Futurs - Equipe SELECT ~~~~ ~~~~~~ http://www.inria.fr/recherche/equipes/select.fr.html ~~~~~~ ~~~~~~~~ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ ~~~~~~~~
walmir-rodrigues wrote:> Dear Fellows, > > How can I do to proced a step wise regression in R, if it??s possible ? > > Thanks, > > WalmirHere is an easy approach that will yield results only slightly less valid than one actually using the response variable: x <- data.frame(x1,x2,x3,x4,..., other potential predictors) x[,sample(ncol(x))] :-) -Frank -- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University
> From: Frank E Harrell Jr > > walmir-rodrigues wrote: > > Dear Fellows, > > > > How can I do to proced a step wise regression in R, if it??s > possible ? > > > > Thanks, > > > > Walmir > > Here is an easy approach that will yield results only slightly less > valid than one actually using the response variable: > > x <- data.frame(x1,x2,x3,x4,..., other potential predictors) > x[,sample(ncol(x))]Hmm... Shouldn't that be something like: x[, sample(ncol(x), ceiling(ncol(x) * runif(1)))] ? Cheers, Andy> :-) -Frank > > > -- > Frank E Harrell Jr Professor and Chair School of Medicine > Department of Biostatistics > Vanderbilt University > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > > >
Frank E Harrell Jr a ??crit :> walmir-rodrigues wrote: > >> Dear Fellows, >> >> How can I do to proced a step wise regression in R, if it??s possible ? >> >> Thanks, >> >> Walmir > > > Here is an easy approach that will yield results only slightly less > valid than one actually using the response variable: > > x <- data.frame(x1,x2,x3,x4,..., other potential predictors) > x[,sample(ncol(x))] > > :-) -Frank > >competing for the "fortune" award ?... ;-) Renaud -- Dr Renaud Lancelot, v??t??rinaire C/0 Ambassade de France - SCAC BP 834 Antananarivo 101 - Madagascar e-mail: renaud.lancelot at cirad.fr tel.: +261 32 40 165 53 (cell) +261 20 22 665 36 ext. 225 (work) +261 20 22 494 37 (home)
I would like to add to this discussion a quote from the book ``Subset Selection in Regression'' by Alan J. Miller (Chapman and Hall, London, 1990). On page 12 the author remarks that when using a ``black box'' variable selection technique ``Throwing in a few more variables produced by a random number generator or from the pages of a telephone directory could have a very salutary effect!'' cheers, Rolf Turner rolf at math.unb.ca