Looking forward to it ... KIM Malaysia
On Wed, Oct 3, 2018 at 10:32 AM Jeff Laux <jeffl...@gmail.com> wrote: > Although no code is given, it can be inferred from this: > https://stats.stackexchange.com/a/179945/ > Best, Jeff > > > On 10/2/2018 11:54 AM, R. Mark Sharp wrote: > > I am developing a short presentation for people with applied statistical > backgrounds who have used backward stepwise variable selection where they > remove variables based on small coefficient values, coefficient P values > > 0.05, and large variances. > > > > I am wanting to provide some demonstration code in R that highlights > some of the weakness as described by Frank Harrell (citation below). > > > > Of particular interest are (1) failure to include informative predictor > variables (categorical and continuous) and (2) lowered standard errors for > the coefficients in the final model. I have code to demonstrate inclusion > of too many false predictors. > > > > I expect this code is available, but I have not found it. Guidance would > be appreciated. > > > > Mark > > P.S. I have started a public github package at > https://github.com/rmsharp/stepwiser > > I has very little in it thus far. > > > > > > Frank E. Harrell. Regression Modeling Strategies with applications to > linear models, logistic regression, and survival analysis, Springer Series > in Statistics. Springer-Verlag. 2015. > > > > > > R. Mark Sharp, Ph.D. > > Data Scientist and Biomedical Statistical Consultant > > 7526 Meadow Green St. > > San Antonio, TX 78251 > > mobile: 210-218-2868 > > rmsh...@me.com > > > > _______________________________________________ > > R-sig-teaching@r-project.org mailing list > > https://stat.ethz.ch/mailman/listinfo/r-sig-teaching > > > > --- > > This email has been checked for viruses by AVG. > > https://www.avg.com > > > > > > _______________________________________________ > R-sig-teaching@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-teaching > [[alternative HTML version deleted]] _______________________________________________ R-sig-teaching@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-teaching
