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
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