Em Sáb, 2008-09-27 às 10:51 -0700, milicic.marko escreveu: > I have a huge data set with thousands of variable and one binary > variable. I know that most of the variables are correlated and are not > good predictors... but... > > It is very hard to start modeling with such a huge dataset. What would > be your suggestion. How to make a first cut... how to eliminate most > of the variables but not to ignore potential interactions... for > example, maybe variable A is not good predictor and variable B is not > good predictor either, but maybe A and B together are good > predictor... > > Any suggestion is welcomed
milicic.marko I think do you start with a rpart("binary variable"~.) This show you a set of variables to start a model and the start set to curoff for continous variables -- Bernardo Rangel Tura, M.D,MPH,Ph.D National Institute of Cardiology Brazil ______________________________________________ R-help@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.