[R] covariate selection?

Ian Fiske ifiske at ufl.edu
Tue Oct 12 23:07:46 CEST 2004


I am hoping someone can help me with the following multivariate issue:  
I have a model consisting of about 50 covariates.  I would like to 
reduce this to about 5 covariate for the reduced model by combining 
cofactors that are strongly correlated.  Is there a package or function 
that would help me with this in R?  I appreciate any suggestions.


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