thank all friends to discuss this problem, my data is 54*160 matrix. PLS is a good method, can it give a equation with y~selected little vriables? for exmaple: y Sv Sp Ms nCIR nAB nC nN nO nX ZM1V 1 7.62 31.45 33.44 2.37 2 12 18 6 2 0 2 8.34 32.26 33.92 2.36 3 18 20 6 2 0 3 7.79 30.97 32.89 2.41 2 12 18 5 3 0 4 7.83 27.75 29.47 2.37 2 12 16 6 1 0 5 7.63 29.35 31.23 2.33 2 12 17 6 1 0 6 7.45 30.94 32.99 2.3 2 12 18 6 1 0 7 7.97 33.35 35.23 2.29 3 18 21 6 1 0 8 8.93 24.47 25.64 2.46 4 12 14 6 2 0 9 8.67 24.95 26.19 2.41 4 12 14 7 1 0 10 9.36 25.04 26.83 2.38 4 12 14 6 1 0 11 8.93 24.47 25.64 2.46 4 12 14 6 2 0 12 7.46 33.05 35.2 2.34 2 12 19 6 2 0 13 7.54 34.05 36.2 2.29 3 12 20 6 2 0 14 8.34 27.66 29.16 2.38 4 12 16 6 2 0 15 8.1 29.26 30.92 2.35 4 12 17 6 2 0 16 8.69 27.06 28.4 2.35 5 12 16 6 2 0 17 7.39 34.53 36.76 2.26 3 12 20 7 1 0 18 9.48 21.15 22.58 2.35 2 12 12 5 0 1 19 8.3 20.35 22.1 2.36 1 6 10 5 0 1 20 9.21 18.15 19.58 2.33 2 6 9 5 0 1 21 7.85 24.54 26.63 2.16 2 6 13 5 0 1 22 9.05 22.75 24.34 2.31 2 12 13 5 0 1 23 8.9 19.26 20.8 2.44 1 6 9 5 1 1 24 9.75 22.66 24.03 2.54 2 12 13 5 1 1 25 8.37 20.45 21.72 2.27 2 12 12 5 0 0 26 7.77 23.64 25.24 2.2 2 12 14 5 0 0 27 7.54 25.24 27.01 2.17 2 12 15 5 0 0 28 7.88 24.64 26.24 2.13 3 12 15 5 0 0 29 10.59 21.85 23.44 2.42 2 12 12 5 0 2 30 9.25 23.26 24.8 2.37 2 12 13 5 1 1 31 8.4 25.94 27.86 2.26 2 12 15 5 0 1 32 8.14 27.54 29.63 2.24 2 12 16 5 0 1 33 12.02 22.23 23.93 2.35 2 12 12 5 0 2 34 10.27 22.57 23.73 2.74 2 12 12 6 2 1 35 9.96 22.55 23.82 2.51 2 12 13 6 0 1 36 8.89 30.45 32.32 2.26 3 18 19 5 1 1 37 9.15 26.37 28.01 2.5 2 12 15 5 2 1 38 8.64 25.34 27.11 2.29 2 12 14 6 0 1 39 8.61 28.45 30.32 2.23 3 12 16 6 1 1 40 9.23 25.25 26.8 2.5 2 12 14 6 1 1 41 9.36 22.14 23.59 2.41 2 12 12 6 0 1 42 9.04 32.96 34.78 2.4 3 18 20 6 2 1 43 9.05 22.75 24.34 2.31 2 12 13 5 0 1 44 9.25 23.26 24.8 2.37 2 12 13 5 1 1 45 9.05 22.75 24.34 2.31 2 12 13 5 0 1 46 10.59 21.85 23.44 2.42 2 12 12 5 0 2 47 9.07 25.37 27.01 2.39 2 12 14 5 2 1 48 11.7 22.55 24.3 2.48 2 12 12 5 0 3 49 11.7 22.55 24.3 2.48 2 12 12 5 0 3 50 9.41 25.76 27.26 2.54 2 12 14 6 2 1 51 9.07 27.36 29.02 2.5 2 12 15 6 2 1 52 8.52 30.56 32.54 2.45 2 12 17 6 2 1 53 8.36 37.75 40.06 2.33 3 18 23 6 2 1 54 8.33 31.04 33.09 2.41 2 12 17 7 1 1
I want to obtain a equation with less varible. e.g. y~Sv+Sp+Ms+nCIR, wich method can give it like that, not only resut like r2 q2 rms etc. thank you! Max Kuhn wrote: > > 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 > > ______________________________________________ > 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-tp26195345p26225443.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.
