How to choose appropriate linear model? (ANOVA)
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) 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