Hi Ian Have you tried help.search("pca")? Christian -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Martínez Ovando Juan Carlos Sent: Tuesday, October 12, 2004 7:56 PM To: Ian Fiske Cc: [EMAIL PROTECTED] Subject: RE: [R] covariate selection?
Hello Ian, Sorry. I don't really understand your problem, which is of model selection. That's right? You could use some criteria based in likelihood. For instante Akaike (AIC) or Schwarz criteria (BIC), see: ?AIC ?mle.aic (The best model is determined minimizing AIC or BIC). I hope this help you. Greetings, Juan Carlos -----Mensaje original----- De: Ian Fiske [mailto:[EMAIL PROTECTED] Enviado el: Martes, 12 de Octubre de 2004 05:17 PM Para: Martínez Ovando Juan Carlos CC: [EMAIL PROTECTED] Asunto: Re: [R] covariate selection? Thanks Juan. I thought that was what I was looking for, but really, I want to know which of the original covariates could best be used to take advantage of their colinearity without creating new variables. I think PCA creates new variables. SAS and SPSS can do what I'm talking about, but I would like to use R for this. Thanks, Ian Martínez Ovando Juan Carlos wrote: >Hello Ian, > >?princomp > >If your covariates are scalars, and the following documents: > >http://www.jstatsoft.org/v07/i01/drdoc.pdf > >http://www.bioconductor.org/workshops/Milan/PDF/Lab12.pdf > > >Best wishes. > >Saludos, > >Juan Carlos Martínez Ovando >Banco de México >Av. 5 de Mayo No. 18 >Piso 5 Sección D >Col. Centro >06059 México, D. F. >Tel. +52 55 52.37.20.00 ext. 3594 >Fax. +52 55 52.37.27.03 >e-mail: [EMAIL PROTECTED] > > >-----Mensaje original----- >De: Ian Fiske [mailto:[EMAIL PROTECTED] >Enviado el: Martes, 12 de Octubre de 2004 04:08 PM >Para: [EMAIL PROTECTED] >Asunto: [R] covariate selection? > >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 > >______________________________________________ >[EMAIL PROTECTED] mailing list >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide! >http://www.R-project.org/posting-guide.html > > > > ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html