Note that stepwise variale selection based on AIC has all the problems
of stepwise variable selection based on P-values. AIC is just a
restatement of the P-Value.
Frank
Frank E Harrell Jr Professor and Chairman School of Medicine
Department of Biostatistics Vanderbilt University
On Mon, 9 Aug 2010, Gabor Grothendieck wrote:
On Mon, Aug 9, 2010 at 6:43 AM, Harsh <singhal...@gmail.com> wrote:
Hello useRs,
I have a problem at hand which I'd think is fairly common amongst
groups were R is being adopted for Analytics in place of SAS.
Users would like to obtain results for logistic regression in R that
they have become accustomed to in SAS.
Towards this end, I was able to propose the Design package in R which
contains many functions to extract the various metrics that SAS
reports.
If you have suggestions pertaining to other packages, or sample code
that replicates some of the SAS outputs for logistic regression, I
would be glad to hear of them.
Some of the requirements are:
- Stepwise variable selection for logistic regression
- Choose base level for factor variables
- The Hosmer-Lemeshow statistic
- concordant and discordant
- Tau C statistic
For stepwise logistic regression using AIC see:
library(MASS)
?stepAIC
For specifying reference level:
?relevel
______________________________________________
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.
______________________________________________
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.
