[R] covariate selection?

[Martínez Ovando Juan Carlos]

Hello Ian,

?princomp

If your covariates are scalars, and the following documents:

http://www.jstatsoft.org/v07/i01/drdoc.pdf

http://www.bioconductor.org/workshops/Milan/PDF/Lab12.pdf


Best wishes. 

Saludos,
 
Juan Carlos Martínez Ovando
Banco de México
Av. 5 de Mayo No. 18
Piso 5 Sección D
Col. Centro
06059  México, D. F.
Tel. +52 55 52.37.20.00 ext. 3594
Fax. +52 55 52.37.27.03
e-mail: jcmartinez at banxico.org.mx
 

-----Mensaje original-----
De: Ian Fiske [mailto:ifiske at ufl.edu] 
Enviado el: Martes, 12 de Octubre de 2004 04:08 PM
Para: r-help at stat.math.ethz.ch
Asunto: [R] covariate selection?

Hello,

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.

Thanks,
Ian

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