[R] FW: logistic regression

David Winsemius dwinsemius at comcast.net
Sun Sep 28 02:33:30 CEST 2008


It's more a statement that it expresses a statistical perspective very  
succinctly, somewhat like a Zen koan.  Frank's book,"Regression  
Modeling Strategies", has entire chapters on reasoned approaches to  
your question.  His website also has quite a bit of material free for  
the taking.

-- 
David Winsemius
Heritage Laboratories

On Sep 27, 2008, at 7:24 PM, Darin Brooks wrote:

> Glad you were amused.
>
> I assume that "booking this as a fortune" means that this was an  
> idiotic way
> to model the data?
>
> MARS?  Boosted Regression Trees?  Any of these a better choice to  
> extract
> significant predictors (from a list of about 44) for a measured  
> dependent
> variable?
>
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org 
> ] On
> Behalf Of Ted Harding
> Sent: Saturday, September 27, 2008 4:30 PM
> To: r-help at stat.math.ethz.ch
> Subject: Re: [R] FW: logistic regression
>
>
>
> On 27-Sep-08 21:45:23, Dieter Menne wrote:
>> Frank E Harrell Jr <f.harrell <at> vanderbilt.edu> writes:
>>
>>> Estimates from this model (and especially standard errors and
>>> P-values)
>>> will be invalid because they do not take into account the stepwise
>>> procedure above that was used to torture the data until they
>>> confessed.
>>>
>>> Frank
>>
>> Please book this as a fortune.
>>
>> Dieter
>
> Seconded!
> Ted.
>
> --------------------------------------------------------------------
> E-Mail: (Ted Harding) <Ted.Harding at manchester.ac.uk>
> Fax-to-email: +44 (0)870 094 0861
> Date: 27-Sep-08                                       Time: 23:30:19
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