
I corrected some of my syntax and changed the the glmStepAIC for glm and ti worked. I tried my command lines with the mdrr dataset (after doing the first cleaning steps as referred in the manual), the only difference is that I only took first two columns because it took too much time with one variable and I got the same resutls: "undefined columns selected". Here are the command lines:
fitControlAUC <- trainControl(method = "cv", number = 10, classProbs = TRUE, summaryFunction = twoClassSummary, returnResamp = "all", verboseIter = FALSE)
glmROCLum1 <- train(trainDescr[,(1:4)], trainMDRR, method = "glmStepAIC", tuneLength = 4, metric = "ROC", trControl = fitControlAUC)
So I used glmStepAIC to find the right model and the to obtain the ROC results I used the glm method using the variables select by glmStepAIC.
Thank you very much for your package help and interest.
Best regards,

J Toledo


Here is my previous session Info
R version 2.13.0 (2011-04-13)Platform: i386-pc-mingw32/i386 (32-bit)
locale:[1] LC_COLLATE=Spanish_United States.1252  LC_CTYPE=Spanish_United States.1252   [3] LC_MONETARY=Spanish_United States.1252 LC_NUMERIC=C                          [5] LC_TIME=Spanish_United States.1252    
attached base packages:[1] splines   tcltk     stats     graphics  grDevices utils     datasets  methods   base     
other attached packages: [1] e1071_1.5-26    class_7.3-3     caret_4.98      cluster_1.14.0  reshape_0.8.4   plyr_1.5.2      [7] lattice_0.19-26 Rcmdr_1.6-4     car_2.0-10      foreign_0.8-44  survival_2.36-9 nnet_7.3-1     [13] MASS_7.3-13    
loaded via a namespace (and not attached):[1] grid_2.13.0
> Date: Sun, 28 Aug 2011 13:23:24 -0400
> Subject: Re: [R] Trying to extract probabilities in CARET (caret) package with a glmStepAIC model
> From: mxkuhn@gmail.com
> To: tintin_jb@hotmail.com
> CC: r-help@r-project.org
> 
> Can you provide a reproducible example and the results of
> sessionInfo()? What are the levels of your classes?
> 

 		 	   		  
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