[R] covariate selection?
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.
Ian Fiske wrote:
> 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
> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide!
Spencer Graves, PhD, Senior Development Engineer
O: (408)938-4420; mobile: (408)655-4567
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