Stepwise Regression and PLS
--- Frank E Harrell Jr <feh3k at spamcop.net> wrote:
For the case of stepwise regression, I have found
that
the subsets I got using regsubsets() are
collinear.
However, the variables in SPSS's result are not collinear. I wonder what I should do to get a same
or
better linear model.
I think you missed the point. None of the variable
selection procedures
will provide results that have a fair probability of
replicating in
another sample.
FH
---
Frank E Harrell Jr Professor and Chair
School of Medicine
Department of Biostatistics
Vanderbilt University
Do you mean different procedures will provide different results? Maybe I don't understand your email correctly. Now, I just hope I could get a reasonable linear model using stepwise method in R, but I don't know how to deal with collinear problem. ===== (Mr.) Jinsong Zhao Ph.D. Candidate School of the Environment Nanjing University 22 Hankou Road, Nanjing 210093 P.R. China E-mail: jinsong_zh at yahoo.com