[R] variable selection in R using bootstrapping

[fharrell@virginia.edu]

Please use ordinary text e-mail.

Bootstrapping has no advantage for selecting variables,
only for studying the ill effects of such selection.
The major problem with using the bootstrap the way
you have outlined is that the selection frequency is
ruined by collinearity, i.e., collinearity makes the
selection of one variable over another about as
reliable as flipping a coin.  Besides, the selection frequency
is highly related to the P-value from the initial model,
if you were using backwards stepdown.  So the bootstrap
does not offer much new information anyway.  -Frank
-- 
Frank E Harrell Jr              Prof. of Biostatistics & Statistics
Div. of Biostatistics & Epidem. Dept. of Health Evaluation Sciences
U. Virginia School of Medicine  http://hesweb1.med.virginia.edu/biostat
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._