[R] variable selectin---reduce the numbers of initial variable

[Frank E Harrell Jr]

Ricardo Gonçalves Silva wrote:
> Yes, right. But I still prefer using BMA.
> Best,
> 
> Rick

If you are entertaining only one model family, them BMA is a long, 
tedious, complex way to obtain shrinkage and the resulting averaged 
model is very difficult to interpret.  Consider a more direct approach.

Frank

> 
> --------------------------------------------------
> From: "bbslover" <dluthm at yeah.net>
> Sent: Wednesday, November 04, 2009 11:28 PM
> To: <r-help at r-project.org>
> Subject: Re: [R] variable selectin---reduce the numbers of initial variable
> 
>>
>> thank you . I can try bayesian. PCA method that I used to is can get some
>> pcs, but I donot know how can i use the original variables in that 
>> equation,
>> maybe I should select those have high weight ones,and delete that less
>> weight ones. right?
>>
>> Ricardo Gonçalves Silva wrote:
>>>
>>> Hi,
>>>
>>> Nowdays there's a lot o new variable selection methods, specially using
>>> the
>>> Bayes Paradigm.
>>> For your problem, I think you could try the Bayesian Model Average BMA
>>> package.
>>> Or, you can reduce your data dimension by PCA, which also permits you 
>>> see
>>> the weight of
>>> each variable in the PC.
>>>
>>> HTH
>>>
>>> Rick
>>>
>>> --------------------------------------------------
>>> From: "bbslover" <dluthm at yeah.net>
>>> Sent: Wednesday, November 04, 2009 10:23 AM
>>> To: <r-help at r-project.org>
>>> Subject: [R]  variable selectin---reduce the numbers of initial variable
>>>
>>>>
>>>> hello,
>>>>
>>>> my problem is like this: now after processing the varibles, the 
>>>> remaining
>>>> 160 varibles(independent) and a dependent y. when I used PLS method, 
>>>> with
>>>> 10
>>>> components, the good r2 can be obtained. but I donot know how can I
>>>> express
>>>> my equation with the less varibles and the y. It is better to use less
>>>> indepent varibles.  that is how can I select my indepent varibles.
>>>> Maybe
>>>> GA  is good method, but now I donot gasp it. and can you give me more
>>>> good
>>>> varibles selection's methods.   and In R, which method can be used to
>>>> select
>>>> the potent varibles .  and using the selected varibles to model a
>>>> equation
>>>> with higher r2, q2,and less RMSP.
>>>>
>>>> thank you!
>>>> -- 
>>>> View this message in context:
>>>> http://old.nabble.com/variable-selectin---reduce-the-numbers-of-initial-variable-tp26195345p26195345.html 
>>>>
>>>> Sent from the R help mailing list archive at Nabble.com.
>>>>
>>>> ______________________________________________
>>>> R-help at r-project.org mailing list
>>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>>> PLEASE do read the posting guide
>>>> http://www.R-project.org/posting-guide.html
>>>> and provide commented, minimal, self-contained, reproducible code.
>>>>
>>>
>>>
>>>
>>>>
>>>> No virus found in this incoming message.
>>>> Checked by AVG - www.avg.com
>>>> Version: 9.0.698 / Virus Database: 270.14.48/2479 - Release Date:
>>>> 11/03/09
>>>> 17:38:00
>>>>
>>>
>>> ______________________________________________
>>> R-help at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide
>>> http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>>
>>
>> -- 
>> View this message in context: 
>> http://old.nabble.com/variable-selectin---reduce-the-numbers-of-initial-variable-tp26195345p26207750.html 
>>
>> Sent from the R help mailing list archive at Nabble.com.
>>
>> __________________
-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University