Have you considered stepwise regression, e.g., "step" or "stepAIC" in library(MASS)? The documentation for both contain examples.

hope this helps. spencer graves

Ian Fiske wrote:

Hello,

I am hoping someone can help me with the following multivariate issue: I have a model consisting of about 50 covariates. I would like to reduce this to about 5 covariate for the reduced model by combining cofactors that are strongly correlated. Is there a package or function that would help me with this in R? I appreciate any suggestions.

Thanks,
Ian

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Spencer Graves, PhD, Senior Development Engineer
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