[R] How to choose appropriate linear model? (ANOVA)

Steve Lianoglou mailinglist.honeypot at gmail.com
Wed Nov 18 22:06:22 CET 2009


Hi,

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:
>> http://www.amazon.com/Regression-Modeling-Strategies-Frank-Harrell/dp/0387952322
>>
>> Frank Harrell is a very insightful lecturer, I heard his writing is  
>> also
>> good.
>>
>> I would love to read recommendation from other R members regarding  
>> your
>> question.
>
> Alan Miller's book ``Subset Selection in Regression'' (Chapman and  
> Hall,
> 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.

-steve

--
Steve Lianoglou
Graduate Student: Computational Systems Biology
   |  Memorial Sloan-Kettering Cancer Center
   |  Weill Medical College of Cornell University
Contact Info: http://cbio.mskcc.org/~lianos/contact



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