[R] covariate selection?

Martínez Ovando Juan Carlos jcmartinez at banxico.org.mx
Tue Oct 12 23:25:02 CEST 2004

Hello Ian,


If your covariates are scalars, and the following documents:



Best wishes. 

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 ext. 3594
Fax. +52 55
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?


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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