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2011 Oct 25
2
Logistic Regression - Variable Selection Methods With Prediction
Hello,
I am pretty new to R, I have always used SAS and SAS products. My
target variable is binary ('Y' and 'N') and i have about 14 predictor
variables. My goal is to compare different variable selection methods
like Forward, Backward, All possible subsests. I am using
misclassification rate to pick the winner method.
This is what i have as of now,
Reg <- glm (Graduation ~., DFtrain,family=binomial(link="logit"))
step <- extractAIC(Reg, direction="forward")
pred <- predict(Reg, DFtest,type="response")
mi...