Re: [R] Help on variable ranking

2007-01-17 Thread Rupendra Chulyadyo
Thanks for quick responses. My dataset consists of 213 independent variables (disease related costs) and the depedent variable is the total medical + pharmacy cost of the member. As you had suggested, I tried to use hier.part function in R, but the current implementation does not seem to allow

Re: [R] Help on variable ranking

2007-01-17 Thread Frank E Harrell Jr
Rupendra Chulyadyo wrote: Hello all, I want to assign relative score to the predictor variables on the basis of its influence on the dependent variable. But I could not find any standard statistical approach appropriate for this purpose. Please suggest the possible approaches. Thanks in

Re: [R] Help on variable ranking

2007-01-17 Thread Weiwei Shi
I suggest using permutation on each predictor and see how much the accuracy drops, no matter what modeling approach you used. HTH, weiwei On 1/17/07, Rupendra Chulyadyo [EMAIL PROTECTED] wrote: Hello all, I want to assign relative score to the predictor variables on the basis of its

[R] Help on variable ranking

2007-01-16 Thread Rupendra Chulyadyo
Hello all, I want to assign relative score to the predictor variables on the basis of its influence on the dependent variable. But I could not find any standard statistical approach appropriate for this purpose. Please suggest the possible approaches. Thanks in advance, Rupendra Chulyadyo

Re: [R] Help on variable ranking

2007-01-16 Thread Andrew Robinson
Rupendra, depending on the nature of your data (which you haven't mentioned), you might try hierarchical partitioning, as found in the hier.part package on CRAN. Cheers Andrew On Wed, Jan 17, 2007 at 11:07:18AM +0545, Rupendra Chulyadyo wrote: Hello all, I want to assign relative score to

Re: [R] Help on variable ranking

2007-01-16 Thread Simon Blomberg
Before you do that, you might try reading this paper: Bring, J. 1995. Variable importance by partitioning R^2. Quality and Quantity 29:173-189. Cheers, Simon. Andrew Robinson wrote: Rupendra, depending on the nature of your data (which you haven't mentioned), you might try hierarchical