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

bbslover dluthm at yeah.net
Fri Nov 6 02:51:24 CET 2009 

thank all friends to discuss this problem, my data is   54*160 matrix. PLS is
a good method, can it give a equation with y~selected little vriables?  for
exmaple:  
y	Sv	Sp	Ms	nCIR	nAB	nC	nN	nO	nX	ZM1V
1	7.62	31.45	33.44	2.37	2	12	18	6	2	0
2	8.34	32.26	33.92	2.36	3	18	20	6	2	0
3	7.79	30.97	32.89	2.41	2	12	18	5	3	0
4	7.83	27.75	29.47	2.37	2	12	16	6	1	0
5	7.63	29.35	31.23	2.33	2	12	17	6	1	0
6	7.45	30.94	32.99	2.3	2	12	18	6	1	0
7	7.97	33.35	35.23	2.29	3	18	21	6	1	0
8	8.93	24.47	25.64	2.46	4	12	14	6	2	0
9	8.67	24.95	26.19	2.41	4	12	14	7	1	0
10	9.36	25.04	26.83	2.38	4	12	14	6	1	0
11	8.93	24.47	25.64	2.46	4	12	14	6	2	0
12	7.46	33.05	35.2	2.34	2	12	19	6	2	0
13	7.54	34.05	36.2	2.29	3	12	20	6	2	0
14	8.34	27.66	29.16	2.38	4	12	16	6	2	0
15	8.1	29.26	30.92	2.35	4	12	17	6	2	0
16	8.69	27.06	28.4	2.35	5	12	16	6	2	0
17	7.39	34.53	36.76	2.26	3	12	20	7	1	0
18	9.48	21.15	22.58	2.35	2	12	12	5	0	1
19	8.3	20.35	22.1	2.36	1	6	10	5	0	1
20	9.21	18.15	19.58	2.33	2	6	9	5	0	1
21	7.85	24.54	26.63	2.16	2	6	13	5	0	1
22	9.05	22.75	24.34	2.31	2	12	13	5	0	1
23	8.9	19.26	20.8	2.44	1	6	9	5	1	1
24	9.75	22.66	24.03	2.54	2	12	13	5	1	1
25	8.37	20.45	21.72	2.27	2	12	12	5	0	0
26	7.77	23.64	25.24	2.2	2	12	14	5	0	0
27	7.54	25.24	27.01	2.17	2	12	15	5	0	0
28	7.88	24.64	26.24	2.13	3	12	15	5	0	0
29	10.59	21.85	23.44	2.42	2	12	12	5	0	2
30	9.25	23.26	24.8	2.37	2	12	13	5	1	1
31	8.4	25.94	27.86	2.26	2	12	15	5	0	1
32	8.14	27.54	29.63	2.24	2	12	16	5	0	1
33	12.02	22.23	23.93	2.35	2	12	12	5	0	2
34	10.27	22.57	23.73	2.74	2	12	12	6	2	1
35	9.96	22.55	23.82	2.51	2	12	13	6	0	1
36	8.89	30.45	32.32	2.26	3	18	19	5	1	1
37	9.15	26.37	28.01	2.5	2	12	15	5	2	1
38	8.64	25.34	27.11	2.29	2	12	14	6	0	1
39	8.61	28.45	30.32	2.23	3	12	16	6	1	1
40	9.23	25.25	26.8	2.5	2	12	14	6	1	1
41	9.36	22.14	23.59	2.41	2	12	12	6	0	1
42	9.04	32.96	34.78	2.4	3	18	20	6	2	1
43	9.05	22.75	24.34	2.31	2	12	13	5	0	1
44	9.25	23.26	24.8	2.37	2	12	13	5	1	1
45	9.05	22.75	24.34	2.31	2	12	13	5	0	1
46	10.59	21.85	23.44	2.42	2	12	12	5	0	2
47	9.07	25.37	27.01	2.39	2	12	14	5	2	1
48	11.7	22.55	24.3	2.48	2	12	12	5	0	3
49	11.7	22.55	24.3	2.48	2	12	12	5	0	3
50	9.41	25.76	27.26	2.54	2	12	14	6	2	1
51	9.07	27.36	29.02	2.5	2	12	15	6	2	1
52	8.52	30.56	32.54	2.45	2	12	17	6	2	1
53	8.36	37.75	40.06	2.33	3	18	23	6	2	1
54	8.33	31.04	33.09	2.41	2	12	17	7	1	1

I want to obtain a equation with less varible. e.g. y~Sv+Sp+Ms+nCIR, wich
method can give it like that, not only resut like r2 q2 rms etc.  thank you!

Max Kuhn wrote:
> 
> There is also a sparse PLS model in the spls package. It uses
> lasso-like regularization to reduce the number of variables. I've had
> a lot of success with it.
> 
> Max
> 
> 
> 2009/11/5 Ricardo Gonçalves Silva <ricardogs at terra.com.br>:
>> Hi Guys,
>>
>> Of course, a backward, forward, or other methods can be used directly.
>> But
>> concerning BMA, the model interpretation is far simple:
>>
>> "Bayesian Model Averaging accounts for the model uncertainty inherent in
>> the
>> variable selection problem by averaging over the best models in the model
>> class according to approximate posterior model probability."
>>
>> If you want to learn a few more before continue, that a look at the BMA
>> homepage:
>>
>> http://www2.research.att.com/~volinsky/bma.html
>>
>> But of course, you must do what you think is better for your problem.
>> By the way what is the dimension of your problem?
>>
>> HTH,
>>
>> Rick
>> --------------------------------------------------
>> From: "Frank E Harrell Jr" <f.harrell at vanderbilt.edu>
>> Sent: Thursday, November 05, 2009 4:12 PM
>> To: "Ricardo Gonçalves Silva" <ricardogs at terra.com.br>
>> Cc: "bbslover" <dluthm at yeah.net>; <r-help at r-project.org>
>> Subject: Re: [R] variable selectin---reduce the numbers of initial
>> variable
>>
>>> 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
>>>
>>
>>
>>
>>>
>>> No virus found in this incoming message.
>>> Checked by AVG - www.avg.com
>>> Version: 9.0.698 / Virus Database: 270.14.49/2480 - Release Date:
>>> 11/04/09
>>> 05:37:00
>>>
>>
>> ______________________________________________
>> 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.
>>
> 
> 
> 
> -- 
> 
> Max
> 
> ______________________________________________
> 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.
> 
> 

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