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subset
2011 Jan 20
0
selecting predictors for model from dataframe
...for some arbitrary outcome
variable Y. These predictors are to be placed in a model, and regression
coefficients estimated in a new small dataset.
This is what I got:
#First I sample a small dataset from the large one, lrm is logistic
regression from the Design package (as is the command fastbw)
fsubset=lrm(Ysub~X1sub+X2sub+X3sub+X4sub, data=dsubset1)
variables[i]=as.vector(fastbw(fsubset, rule="p", type="individual",
sls=0.5)[2])
variables=unlist(variables[i])
#So my "variables" are the significant ones.
#Below is the sampling of the testset, in which I want to esti...