[R] covariate selection?
christian_mora at vtr.net
Wed Oct 13 01:07:05 CEST 2004
Have you tried help.search("pca")?
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of MartÃnez Ovando
Sent: Tuesday, October 12, 2004 7:56 PM
To: Ian Fiske
Cc: r-help at stat.math.ethz.ch
Subject: RE: [R] covariate selection?
Sorry. I don't really understand your problem, which is of model
selection. That's right?
You could use some criteria based in likelihood. For instante Akaike
(AIC) or Schwarz criteria (BIC), see:
(The best model is determined minimizing AIC or BIC).
I hope this help you.
De: Ian Fiske [mailto:ifiske at ufl.edu]
Enviado el: Martes, 12 de Octubre de 2004 05:17 PM
Para: MartÃnez Ovando Juan Carlos
CC: r-help at stat.math.ethz.ch
Asunto: Re: [R] covariate selection?
Thanks Juan. I thought that was what I was looking for, but really, I
want to know which of the original covariates could best be used to take
advantage of their colinearity without creating new variables. I think
PCA creates new variables. SAS and SPSS can do what I'm talking about,
but I would like to use R for this.
MartÃnez Ovando Juan Carlos wrote:
>If your covariates are scalars, and the following documents:
>Juan Carlos MartÃnez Ovando
>Banco de MÃ©xico
>Av. 5 de Mayo No. 18
>Piso 5 SecciÃ³n D
>06059 MÃ©xico, 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
>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.
>R-help at stat.math.ethz.ch mailing list
>PLEASE do read the posting guide!
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