variable selectin---reduce the numbers of initial variable
Yes, right. But I still prefer using BMA. Best, Rick -------------------------------------------------- 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 Gon?alves 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.
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______________________________________________ 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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