[R] Logistic Regression - Variable Selection Methods With Prediction

[Weidong Gu]

Check glmulti package for all subset selection.

Weidong Gu

On Wed, Oct 26, 2011 at 12:35 PM, RAJ <dheerajathreya at gmail.com> wrote:
> Can I atleast get help with what pacakge to use for logistic
> regression with all possible models and do prediction. I know i can
> use regsubsets but i am not sure if it has any prediction functions to
> go with it.
>
> Thanks
>
> On Oct 25, 6:54 pm, RAJ <dheerajathr... at gmail.com> wrote:
>> Hello,
>>
>> I am pretty new to R, I have always used SAS and SAS products. My
>> target variable is binary ('Y' and 'N') and i have about 14 predictor
>> variables. My goal is to compare different variable selection methods
>> like Forward, Backward, All possible subsests. I am using
>> misclassification rate to pick the winner method.
>>
>> This is what i have as of now,
>>
>> Reg <- glm (Graduation ~., DFtrain,family=binomial(link="logit"))
>>                 step <- extractAIC(Reg, direction="forward")
>>                 pred <- predict(Reg, DFtest,type="response")
>>                 mis <- mean({pred > 0.5} != {DFtest[,"Graduation"] == "Y"})
>> This program actually works but I needed to check to make sure am
>> doing this right. Also, I am getting the same misclassification rates
>> for all different methods.
>>
>> I also tried to use
>>
>> Reg <- leaps(Graduation ~., DFtrain)
>>                 pred <- predict(Reg, DFtest,type="response")
>>                 mis <- mean({pred > 0.5} != {DFtest[,"Graduation"] == "Y"})
>>                 #print(summary(mis))
>> which doesnt work
>>
>> and
>>
>> Reg <- regsubsets(Graduation ~., DFtrain)
>>                 pred <- predict(Reg, DFtest,type="response")
>>                 mis <- mean({pred > 0.5} != {DFtest[,"Graduation"] == "Y"})
>>                 #print(summary(mis))
>>
>> The Regsubsets will work but the 'predict' function does not work with
>> it. Is there any other way to do predictions when using regsubsets
>>
>> Any help is appreciated.
>>
>> Thanks,
>>
>> ______________________________________________
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>> PLEASE do read the posting guidehttp://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
> ______________________________________________
> 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.
>