Re: [R] variable selectin---reduce the numbers of initial variable
Hi Guys, Of course, a backward, forward, or other methods can be used directly. But concerning BMA, the model interpretation is far simple: Bayesian Model Averaging accounts for the model uncertainty inherent in the variable selection problem by averaging over the best models in the model class according to approximate posterior model probability. If you want to learn a few more before continue, that a look at the BMA homepage: http://www2.research.att.com/~volinsky/bma.html But of course, you must do what you think is better for your problem. By the way what is the dimension of your problem? HTH, Rick -- From: Frank E Harrell Jr f.harr...@vanderbilt.edu Sent: Thursday, November 05, 2009 4:12 PM To: Ricardo Gonçalves Silva ricard...@terra.com.br Cc: bbslover dlu...@yeah.net; r-help@r-project.org Subject: Re: [R] variable selectin---reduce the numbers of initial variable Ricardo Gonçalves Silva wrote: Yes, right. But I still prefer using BMA. Best, Rick If you are entertaining only one model family, them BMA is a long, tedious, complex way to obtain shrinkage and the resulting averaged model is very difficult to interpret. Consider a more direct approach. Frank -- From: bbslover dlu...@yeah.net Sent: Wednesday, November 04, 2009 11:28 PM To: r-help@r-project.org Subject: Re: [R] variable selectin---reduce the numbers of initial variable thank you . I can try bayesian. PCA method that I used to is can get some pcs, but I donot know how can i use the original variables in that equation, maybe I should select those have high weight ones,and delete that less weight ones. right? Ricardo Gonçalves Silva wrote: Hi, Nowdays there's a lot o new variable selection methods, specially using the Bayes Paradigm. For your problem, I think you could try the Bayesian Model Average BMA package. Or, you can reduce your data dimension by PCA, which also permits you see the weight of each variable in the PC. HTH Rick -- From: bbslover dlu...@yeah.net Sent: Wednesday, November 04, 2009 10:23 AM To: r-help@r-project.org Subject: [R] variable selectin---reduce the numbers of initial variable hello, my problem is like this: now after processing the varibles, the remaining 160 varibles(independent) and a dependent y. when I used PLS method, with 10 components, the good r2 can be obtained. but I donot know how can I express my equation with the less varibles and the y. It is better to use less indepent varibles. that is how can I select my indepent varibles. Maybe GA is good method, but now I donot gasp it. and can you give me more good varibles selection's methods. and In R, which method can be used to select the potent varibles . and using the selected varibles to model a equation with higher r2, q2,and less RMSP. thank you! -- View this message in context: http://old.nabble.com/variable-selectin---reduce-the-numbers-of-initial-variable-tp26195345p26195345.html Sent from the R help mailing list archive at Nabble.com. __ 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. No virus found in this incoming message. Checked by AVG - www.avg.com Version: 9.0.698 / Virus Database: 270.14.48/2479 - Release Date: 11/03/09 17:38:00 __ 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. -- View this message in context: http://old.nabble.com/variable-selectin---reduce-the-numbers-of-initial-variable-tp26195345p26207750.html Sent from the R help mailing list archive at Nabble.com. __ -- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University No virus found in this incoming message. Checked by AVG - www.avg.com Version: 9.0.698 / Virus Database: 270.14.49/2480 - Release Date: 11/04/09 05:37:00 __ 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.
Re: [R] variable selectin---reduce the numbers of initial variable
There is also a sparse PLS model in the spls package. It uses lasso-like regularization to reduce the number of variables. I've had a lot of success with it. Max 2009/11/5 Ricardo Gonçalves Silva ricard...@terra.com.br: Hi Guys, Of course, a backward, forward, or other methods can be used directly. But concerning BMA, the model interpretation is far simple: Bayesian Model Averaging accounts for the model uncertainty inherent in the variable selection problem by averaging over the best models in the model class according to approximate posterior model probability. If you want to learn a few more before continue, that a look at the BMA homepage: http://www2.research.att.com/~volinsky/bma.html But of course, you must do what you think is better for your problem. By the way what is the dimension of your problem? HTH, Rick -- From: Frank E Harrell Jr f.harr...@vanderbilt.edu Sent: Thursday, November 05, 2009 4:12 PM To: Ricardo Gonçalves Silva ricard...@terra.com.br Cc: bbslover dlu...@yeah.net; r-help@r-project.org Subject: Re: [R] variable selectin---reduce the numbers of initial variable Ricardo Gonçalves Silva wrote: Yes, right. But I still prefer using BMA. Best, Rick If you are entertaining only one model family, them BMA is a long, tedious, complex way to obtain shrinkage and the resulting averaged model is very difficult to interpret. Consider a more direct approach. Frank -- From: bbslover dlu...@yeah.net Sent: Wednesday, November 04, 2009 11:28 PM To: r-help@r-project.org Subject: Re: [R] variable selectin---reduce the numbers of initial variable thank you . I can try bayesian. PCA method that I used to is can get some pcs, but I donot know how can i use the original variables in that equation, maybe I should select those have high weight ones,and delete that less weight ones. right? Ricardo Gonçalves Silva wrote: Hi, Nowdays there's a lot o new variable selection methods, specially using the Bayes Paradigm. For your problem, I think you could try the Bayesian Model Average BMA package. Or, you can reduce your data dimension by PCA, which also permits you see the weight of each variable in the PC. HTH Rick -- From: bbslover dlu...@yeah.net Sent: Wednesday, November 04, 2009 10:23 AM To: r-help@r-project.org Subject: [R] variable selectin---reduce the numbers of initial variable hello, my problem is like this: now after processing the varibles, the remaining 160 varibles(independent) and a dependent y. when I used PLS method, with 10 components, the good r2 can be obtained. but I donot know how can I express my equation with the less varibles and the y. It is better to use less indepent varibles. that is how can I select my indepent varibles. Maybe GA is good method, but now I donot gasp it. and can you give me more good varibles selection's methods. and In R, which method can be used to select the potent varibles . and using the selected varibles to model a equation with higher r2, q2,and less RMSP. thank you! -- View this message in context: http://old.nabble.com/variable-selectin---reduce-the-numbers-of-initial-variable-tp26195345p26195345.html Sent from the R help mailing list archive at Nabble.com. __ 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. No virus found in this incoming message. Checked by AVG - www.avg.com Version: 9.0.698 / Virus Database: 270.14.48/2479 - Release Date: 11/03/09 17:38:00 __ 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. -- View this message in context: http://old.nabble.com/variable-selectin---reduce-the-numbers-of-initial-variable-tp26195345p26207750.html Sent from the R help mailing list archive at Nabble.com. __ -- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University No virus found in this incoming message. Checked by AVG - www.avg.com Version: 9.0.698 / Virus Database: 270.14.49/2480 - Release Date: 11/04/09 05:37:00 __ 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. -- Max
Re: [R] variable selectin---reduce the numbers of initial variable
of variables. I've had a lot of success with it. Max 2009/11/5 Ricardo Gonçalves Silva ricard...@terra.com.br: Hi Guys, Of course, a backward, forward, or other methods can be used directly. But concerning BMA, the model interpretation is far simple: Bayesian Model Averaging accounts for the model uncertainty inherent in the variable selection problem by averaging over the best models in the model class according to approximate posterior model probability. If you want to learn a few more before continue, that a look at the BMA homepage: http://www2.research.att.com/~volinsky/bma.html But of course, you must do what you think is better for your problem. By the way what is the dimension of your problem? HTH, Rick -- From: Frank E Harrell Jr f.harr...@vanderbilt.edu Sent: Thursday, November 05, 2009 4:12 PM To: Ricardo Gonçalves Silva ricard...@terra.com.br Cc: bbslover dlu...@yeah.net; r-help@r-project.org Subject: Re: [R] variable selectin---reduce the numbers of initial variable Ricardo Gonçalves Silva wrote: Yes, right. But I still prefer using BMA. Best, Rick If you are entertaining only one model family, them BMA is a long, tedious, complex way to obtain shrinkage and the resulting averaged model is very difficult to interpret. Consider a more direct approach. Frank -- From: bbslover dlu...@yeah.net Sent: Wednesday, November 04, 2009 11:28 PM To: r-help@r-project.org Subject: Re: [R] variable selectin---reduce the numbers of initial variable thank you . I can try bayesian. PCA method that I used to is can get some pcs, but I donot know how can i use the original variables in that equation, maybe I should select those have high weight ones,and delete that less weight ones. right? Ricardo Gonçalves Silva wrote: Hi, Nowdays there's a lot o new variable selection methods, specially using the Bayes Paradigm. For your problem, I think you could try the Bayesian Model Average BMA package. Or, you can reduce your data dimension by PCA, which also permits you see the weight of each variable in the PC. HTH Rick -- From: bbslover dlu...@yeah.net Sent: Wednesday, November 04, 2009 10:23 AM To: r-help@r-project.org Subject: [R] variable selectin---reduce the numbers of initial variable hello, my problem is like this: now after processing the varibles, the remaining 160 varibles(independent) and a dependent y. when I used PLS method, with 10 components, the good r2 can be obtained. but I donot know how can I express my equation with the less varibles and the y. It is better to use less indepent varibles. that is how can I select my indepent varibles. Maybe GA is good method, but now I donot gasp it. and can you give me more good varibles selection's methods. and In R, which method can be used to select the potent varibles . and using the selected varibles to model a equation with higher r2, q2,and less RMSP. thank you! -- View this message in context: http://old.nabble.com/variable-selectin---reduce-the-numbers-of-initial-variable-tp26195345p26195345.html Sent from the R help mailing list archive at Nabble.com. __ 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. No virus found in this incoming message. Checked by AVG - www.avg.com Version: 9.0.698 / Virus Database: 270.14.48/2479 - Release Date: 11/03/09 17:38:00 __ 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. -- View this message in context: http://old.nabble.com/variable-selectin---reduce-the-numbers-of-initial-variable-tp26195345p26207750.html Sent from the R help mailing list archive at Nabble.com. __ -- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University No virus found in this incoming message. Checked by AVG - www.avg.com Version: 9.0.698 / Virus Database: 270.14.49/2480 - Release Date: 11/04/09 05:37:00 __ 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. -- Max __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman
[R] variable selectin---reduce the numbers of initial variable
hello, my problem is like this: now after processing the varibles, the remaining 160 varibles(independent) and a dependent y. when I used PLS method, with 10 components, the good r2 can be obtained. but I donot know how can I express my equation with the less varibles and the y. It is better to use less indepent varibles. that is how can I select my indepent varibles. Maybe GA is good method, but now I donot gasp it. and can you give me more good varibles selection's methods. and In R, which method can be used to select the potent varibles . and using the selected varibles to model a equation with higher r2, q2,and less RMSP. thank you! -- View this message in context: http://old.nabble.com/variable-selectin---reduce-the-numbers-of-initial-variable-tp26195345p26195345.html Sent from the R help mailing list archive at Nabble.com. __ 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.
Re: [R] variable selectin---reduce the numbers of initial variable
Hi, Nowdays there's a lot o new variable selection methods, specially using the Bayes Paradigm. For your problem, I think you could try the Bayesian Model Average BMA package. Or, you can reduce your data dimension by PCA, which also permits you see the weight of each variable in the PC. HTH Rick -- From: bbslover dlu...@yeah.net Sent: Wednesday, November 04, 2009 10:23 AM To: r-help@r-project.org Subject: [R] variable selectin---reduce the numbers of initial variable hello, my problem is like this: now after processing the varibles, the remaining 160 varibles(independent) and a dependent y. when I used PLS method, with 10 components, the good r2 can be obtained. but I donot know how can I express my equation with the less varibles and the y. It is better to use less indepent varibles. that is how can I select my indepent varibles. Maybe GA is good method, but now I donot gasp it. and can you give me more good varibles selection's methods. and In R, which method can be used to select the potent varibles . and using the selected varibles to model a equation with higher r2, q2,and less RMSP. thank you! -- View this message in context: http://old.nabble.com/variable-selectin---reduce-the-numbers-of-initial-variable-tp26195345p26195345.html Sent from the R help mailing list archive at Nabble.com. __ 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. No virus found in this incoming message. Checked by AVG - www.avg.com Version: 9.0.698 / Virus Database: 270.14.48/2479 - Release Date: 11/03/09 17:38:00 __ 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.
Re: [R] variable selectin---reduce the numbers of initial variable
thank you . I can try bayesian. PCA method that I used to is can get some pcs, but I donot know how can i use the original variables in that equation, maybe I should select those have high weight ones,and delete that less weight ones. right? Ricardo Gonçalves Silva wrote: Hi, Nowdays there's a lot o new variable selection methods, specially using the Bayes Paradigm. For your problem, I think you could try the Bayesian Model Average BMA package. Or, you can reduce your data dimension by PCA, which also permits you see the weight of each variable in the PC. HTH Rick -- From: bbslover dlu...@yeah.net Sent: Wednesday, November 04, 2009 10:23 AM To: r-help@r-project.org Subject: [R] variable selectin---reduce the numbers of initial variable hello, my problem is like this: now after processing the varibles, the remaining 160 varibles(independent) and a dependent y. when I used PLS method, with 10 components, the good r2 can be obtained. but I donot know how can I express my equation with the less varibles and the y. It is better to use less indepent varibles. that is how can I select my indepent varibles. Maybe GA is good method, but now I donot gasp it. and can you give me more good varibles selection's methods. and In R, which method can be used to select the potent varibles . and using the selected varibles to model a equation with higher r2, q2,and less RMSP. thank you! -- View this message in context: http://old.nabble.com/variable-selectin---reduce-the-numbers-of-initial-variable-tp26195345p26195345.html Sent from the R help mailing list archive at Nabble.com. __ 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. No virus found in this incoming message. Checked by AVG - www.avg.com Version: 9.0.698 / Virus Database: 270.14.48/2479 - Release Date: 11/03/09 17:38:00 __ 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. -- View this message in context: http://old.nabble.com/variable-selectin---reduce-the-numbers-of-initial-variable-tp26195345p26207750.html Sent from the R help mailing list archive at Nabble.com. __ 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.
