[R] meaning of error message about collinearity

[Liaw, Andy]

> From: Peter Flom [mailto:flom at ndri.org]
> Sent: Monday, July 15, 2002 11:09 AM
> 
> Adaikalavan Ramasamy wrote asking about a collinearity 
> problem where he had 40 cases and 80 variables.
> 
> Andy Liaw replied (in part)
> >>>If you really have to discrinimate 40 data points with 80 
> variables, >>>use methods that do not rely on the estimation 
> of covariance matrix.
> 
> 
> My reply
> 
> I am curious as to how this could be meaningfully done.  I 
> would have thought that having more variables than data 
> points would be a problem with ANY technique, but I am eager 
> to be enlightened about ways to do this.
> 

Have you not heard of PLS (partial least squares) or classification trees,
to mention two of many?  How do you think people deal with microarray data,
where there are typically dozens of data points but > 7000 variables?  It is
a difficult problem, but people get by with what they can cobble together.

Andy

> 
> 
> Peter L. Flom, PhD
> Assistant Director, Statistics and Data Analysis Core
> Center for Drug Use and HIV Research
> National Development and Research Institutes
> 71 W. 23rd St
> New York, NY 10010
> (212) 845-4485 (voice)
> (917) 438-0894 (fax)
> 
> 
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