[R] covariate selection?

Spencer Graves spencer.graves at pdf.com
Wed Oct 13 00:26:11 CEST 2004

      Have you considered stepwise regression, e.g., "step" or "stepAIC" 
in library(MASS)?  The documentation for both contain examples. 

      hope this helps. 
      spencer graves

Ian Fiske wrote:

> 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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Spencer Graves, PhD, Senior Development Engineer
O:  (408)938-4420;  mobile:  (408)655-4567

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