[R] Logistic regression problem

[Bernardo Rangel Tura]

Em Sáb, 2008-09-27 às 10:51 -0700, milicic.marko escreveu:
> I have a huge data set with thousands of variable and one binary
> variable. I know that most of the variables are correlated and are not
> good predictors... but...
> 
> It is very hard to start modeling with such a huge dataset. What would
> be your suggestion. How to make a first cut... how to eliminate most
> of the variables but not to ignore potential interactions... for
> example, maybe variable A is not good predictor and variable B is not
> good predictor either, but maybe A and B together are good
> predictor...
> 
> Any suggestion is welcomed


milicic.marko

I think do you start with a rpart("binary variable"~.)
This show you a set of variables to start a model and the start set to
curoff  for continous variables
-- 
Bernardo Rangel Tura, M.D,MPH,Ph.D
National Institute of Cardiology
Brazil