Re: [R] Discretize continous variables....

2008-07-20 Thread Johannes Huesing
Frank E Harrell Jr [EMAIL PROTECTED] [Sun, Jul 20, 2008 at 12:20:28AM CEST]: Johannes Huesing wrote: Because regulatory bodies demand it? [...] And how anyway does this relate to predictors in a model? Not at all; you're correct. I was mixing the topic of this discussion up with another

Re: [R] Discretize continous variables....

2008-07-20 Thread Frank E Harrell Jr
Johannes Huesing wrote: Frank E Harrell Jr [EMAIL PROTECTED] [Sun, Jul 20, 2008 at 12:20:28AM CEST]: Johannes Huesing wrote: Because regulatory bodies demand it? [...] And how anyway does this relate to predictors in a model? Not at all; you're correct. I was mixing the topic of this

[R] Discretize continous variables....

2008-07-19 Thread milicic.marko
Hi R helpers, I'm preparing dataset to fir logistic regression model with lrm(). I have various cointinous and discrete variables and I would like to: 1. Optimaly discretize continous variables (Optimaly means, maximizing information value - IV for example) 2. Regroup discrete variables to

Re: [R] Discretize continous variables....

2008-07-19 Thread Frank E Harrell Jr
milicic.marko wrote: Hi R helpers, I'm preparing dataset to fir logistic regression model with lrm(). I have various cointinous and discrete variables and I would like to: 1. Optimaly discretize continous variables (Optimaly means, maximizing information value - IV for example) This will

Re: [R] Discretize continous variables....

2008-07-19 Thread Daniel Malter
This time I agree with Rolf Turner. This sounds like homework. Whether or not, type ?ifelse in the R-prompt. Frank is right, it leads to a loss in information. However, I think it remains interpretable. Further, it is common practice in certain fields, and it maybe a reasonable way to check

Re: [R] Discretize continous variables....

2008-07-19 Thread Frank E Harrell Jr
Daniel Malter wrote: This time I agree with Rolf Turner. This sounds like homework. Whether or not, type ?ifelse in the R-prompt. Frank is right, it leads to a loss in information. However, I think it remains interpretable. Further, it is common practice in certain fields, and I have to

Re: [R] Discretize continous variables....

2008-07-19 Thread Daniel Malter
True. Thanks for the clarification. Is your conclusion from that that the findings in such case should only be interpreted in the specific context (with the awareness that it does not apply to changing contexts) or that such an approach should not be taken at all? Frank E Harrell Jr wrote:

Re: [R] Discretize continous variables....

2008-07-19 Thread Frank E Harrell Jr
Daniel Malter wrote: True. Thanks for the clarification. Is your conclusion from that that the findings in such case should only be interpreted in the specific context (with the awareness that it does not apply to changing contexts) or that such an approach should not be taken at all? The

Re: [R] Discretize continous variables....

2008-07-19 Thread milicic.marko
Frank/Danial, Thank you for very good discussion on this. The reason I'm doing this is because is it common industrial practice to group continous varible (say age) in couple of buckets while developming scorecards to be used by business people. I don't see the reason why I shouldn't discretize

Re: [R] Discretize continous variables....

2008-07-19 Thread Johannes Huesing
Frank E Harrell Jr [EMAIL PROTECTED] [Sat, Jul 19, 2008 at 08:03:01PM CEST]: But even then why condition on incomplete information when complete information is available? I.e., why compute Pr(Y=1 | Xx) in place of Pr(Y=1 | X=x)? Because regulatory bodies demand it? Being employed in a

Re: [R] Discretize continous variables....

2008-07-19 Thread Frank E Harrell Jr
Johannes Huesing wrote: Frank E Harrell Jr [EMAIL PROTECTED] [Sat, Jul 19, 2008 at 08:03:01PM CEST]: But even then why condition on incomplete information when complete information is available? I.e., why compute Pr(Y=1 | Xx) in place of Pr(Y=1 | X=x)? Because regulatory bodies demand it?

Re: [R] Discretize continous variables....

2008-07-19 Thread Frank E Harrell Jr
milicic.marko wrote: Frank/Danial, Thank you for very good discussion on this. The reason I'm doing this is because is it common industrial practice to group continous varible (say age) in couple of buckets while developming scorecards to be used by business people. I don't see the reason why