R help - Jun 2005 - ranking predictive features in logsitic regression

Hi
 
Is there some function R that multiplies each coefficient by the
standard deviation of the corresponding variable and produces a ranking?
 
Stephen
 
 

-- 
No virus found in this outgoing message.
Checked by AVG Anti-Virus.

 

	[[alternative HTML version deleted]]

On 30 Jun, 2005, at 21:20, Stephen Choularton wrote:
> Hi
>
> Is there some function R that multiplies each coefficient by the
> standard deviation of the corresponding variable and produces a 
> ranking?
>
>
Possibly you meant un-signed coefficients?  In which case something like

   function(model) rank(abs(coef(model)) * apply(model.matrix(model), 2, 
sd))

should do what you asked about.

The "relimp" package provides approximate inference for comparisons of
this kind.

I should say that I don't think that such a ranking will often be very 
useful, though.  Some coefficients will be determined with greater 
precision than others, and there may be correlations to worry about, or 
variables may only make sense when considered in groups (eg factor 
effects, or interactions with corresponding main effects, etc.)

David