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logit
2011 May 15
5
Question on approximations of full logistic regression model
...because of events per variable issue. Then, I tried to approximate
the full model by step-down technique predicting L from all of the
componet variables using ordinary least squares (ols in rms package) as
the followings. I would like to know whether I am doing right or not.
> library(rms)
> plogit <- predict(full.model)
> full.ols <- ols(plogit ~ stenosis+x1+x2+ClinicalScore+procedure, sigma=1)
> fastbw(full.ols, aics=1e10)
Deleted Chi-Sq d.f. P Residual d.f. P AIC R2
stenosis 1.41 1 0.2354 1.41 1 0.2354 -0.59 0.991
x2 16.78 1...