[R] Handle lot of variables - Regression

anna0102 kleines911 at hotmail.com
Thu Oct 15 08:47:05 CEST 2009


Thank you very much! Now it works!
I'm aware of the fact, that practically seen it's maybe nonsense to do
something like this. But I have to do a Monte Carlo simulation where I want
to determine some aspects... It's a complicated story, but a logistic
regression (stepwise or not) is a basis for my analysis and I want to try
both. 
Anna


Dieter Menne wrote:
> 
> 
> 
> anna0102 wrote:
>> 
>> I've got a data set (e.g. named Data) which contains a lot of variables,
>> for example: s1, s2, ..., s50
>> 
>> My first question is:
>> It is possible to do this: Data$s1
>> But is it also possible to do something like this: Data$s1:s50 (I've
>> tried a lot of versions of those without a 
>> result)
>> 
>> 
> Use the [] notation. For example
> 
> Data[,c("s1","s2","s3")]
> 
> or even better
> 
> Data[,grep("s.*",names(a),value=TRUE)]
> 
> 
> 
> anna0102 wrote:
>> 
>> I want to do a stepwise logistic regression. For this purpose I use the
>> following procedures:
>> result<-glm(...)
>> step(result, direction="forward)
>> 
>> Now the problem I have, is, that I have to include all my 50 variables
>> (s1-s50), but I don't want to write them all down like y~s1+s2+s3+s4...
>> (furthermore it has to be implemented in a loop, so I really need it).
>> 
> 
> Construct the formula dynamically. But please, start with only 3 or 4
> variables and try if it work. Sometimes deep inside functions things can
> go wrong with this method, requiring Ripley's game-like workarounds. See
> 
> http://finzi.psych.upenn.edu/R/Rhelp02a/archive/16599.html
> 
> 
> a=data.frame(s=1:10,s2=1:10,s4=1:10)
> form = paste("z~",grep("s.*",names(a),value=TRUE),collapse="+")
> glm(form,....)
> 
> And be aware of the nonsense you can (replace by will certainly) get with
> stepwise regression and so many parameters. If I were to be treated by a
> cure created by stepwise regression, I would prefer voodoo.
> 
> Search for "Harrell stepwise" read Frank's well justified soapboxes.
> 
> Dieter
> 
> 

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