[R] How to choose appropriate linear model? (ANOVA)
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Wed Nov 18 22:06:22 CET 2009
On Nov 18, 2009, at 3:33 PM, Rolf Turner wrote:
> On 19/11/2009, at 9:10 AM, Tal Galili wrote:
>> Hello Peng,
>> What you are talking about is "model selection" process.
>> Although it also sound like you are referring to the more general
>> subject of
>> regression model strategies, consider finding this book:
>> Frank Harrell is a very insightful lecturer, I heard his writing is
>> I would love to read recommendation from other R members regarding
> Alan Miller's book ``Subset Selection in Regression'' (Chapman and
> 1990) has some relevance.
You can also look into the "more recent" approaches, like penalized
regression. Specifically I'm talking about the lasso or elasticnet.
Look for the relevant papers by Trevor Hastie and Tibshirani (you'll
get them from their websites)
Lucky for you, the "glmnet" package is available for R, implements
both the lasso and the elasticnet, and was written by these same people.
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