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

[David Winsemius]

On Nov 18, 2009, at 4:06 PM, Steve Lianoglou wrote:

> 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)
>

Just for the record, Harrell's text cites, discusses and endorses  
penalized approaches. You can also read his more recent presentation  
at his website.

-- 
David

> 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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