[R] Logistic Regression: variable selection based on p value?
iverson at biostat.wisc.edu
Thu Dec 4 14:42:45 CET 2008
There are many strategies, ideas, and literature on this topic. A great
introduction that leads to many of the references that are interesting
is Frank Harrell's book, "Regression Modeling Strategies". I would
highly recommend it.
pufftissue pufftissue wrote:
> When I use logistic regression, each variable has a p value associated with
> it. Do I only include the variables that have a statistically significant p
> value (<0.05), or are there situations when I should include variables when
> their p values are high? I had heard that if a variable has a high p value
> but it's not the terminal variable, keep it; otherwise, take it out. Not
> sure if it's right or even why this is the case. What about if my p values
> are terrible but this combo of variables yields the highest AUC and
> calibration? What prevails in this case?
> Thank you!
> [[alternative HTML version deleted]]
> R-help at r-project.org mailing list
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
More information about the R-help