[R] Variable Selection for Logistic Regression

Hi, I have a dataset with approx 400K Rows and 900 columns with a single dependent variable of 0/1 flag. The independent variables are both categorical and numerical. I have looked as SO/Cross Validated Posts but couldn't get an answer for this. Since I cannot try all possible combinations of

Re: [R] Variable Selection for Logistic Regression

Lasso is an obvious choice by it may also be interesting to look at the variable importance from a random forest model On 17 Dec 2015 17:28, "Manish MAHESHWARI" wrote: > Hi, > > I have a dataset with approx 400K Rows and 900 columns with a single > dependent variable of 0/1

Re: [R] variable selection in logistic

 You mean the backward and forward stepwise selection is bad? You also suggest the penalized logistic regression is the best choice? Is there any function to do it as well as selecting the best penalty?  Annie All variable selection is bad unless its in the context of penalization.  You'll

Re: [R] variable selection in logistic

-project.org] On Behalf Of Frank E Harrell Jr Sent: Wednesday, September 02, 2009 9:07 PM To: annie Zhang Cc: r-help@r-project.org Subject: Re: [R] variable selection in logistic annie Zhang wrote: Hi, Frank, You mean the backward and forward stepwise selection is bad? You also suggest

Re: [R] variable selection in logistic

Nonclinical Biostatistics -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Frank E Harrell Jr Sent: Wednesday, September 02, 2009 9:07 PM To: annie Zhang Cc: r-help@r-project.org Subject: Re: [R] variable selection in logistic

Re: [R] variable selection in logistic

Of Frank E Harrell Jr Sent: Wednesday, September 02, 2009 9:07 PM To: annie Zhang Cc: r-help@r-project.org mailto:r-help@r-project.org Subject: Re: [R] variable selection in logistic annie Zhang wrote: Hi, Frank, You mean the backward and forward stepwise

Re: [R] variable selection in logistic

] variable selection in logistic annie Zhang wrote: Hi, Frank, You mean the backward and forward stepwise selection is bad? You also suggest the penalized logistic regression is the best choice? Is there any function to do it as well as selecting the best

Re: [R] variable selection in logistic

Subject: Re: [R] variable selection in logistic annie Zhang wrote: Hi, Frank, You mean the backward and forward stepwise selection is bad? You also suggest the penalized logistic regression is the best choice? Is there any function to do it as well

Re: [R] variable selection in logistic

mailto:r-help@r-project.org mailto:r-help@r-project.org Subject: Re: [R] variable selection in logistic annie Zhang wrote: Hi, Frank, You mean the backward and forward stepwise selection is bad? You also suggest

Re: [R] variable selection in logistic

mailto:r-help@r-project.org mailto:r-help@r-project.org Subject: Re: [R] variable selection in logistic annie Zhang wrote: Hi, Frank, You mean the backward and forward stepwise selection is bad? You also

Re: [R] variable selection in logistic

, 2009 9:07 PM To: annie Zhang Cc: r-help@r-project.org mailto:r-help@r-project.orgr-help@r-project.org mailto:r-help@r-project.org r-help@r-project.org mailto:r-help@r-project.org r-help@r-project.org Subject: Re: [R] variable selection in logistic

[R] variable selection in logistic

Hi, R users, What may be the best function in R to do variable selection in logistic regression? I have the same number of variables as the number of samples, and I want to select the best variablesfor prediction. Is there any function doing forward selection followed by backward elimination in

Re: [R] variable selection in logistic

On Sep 2, 2009, at 9:36 PM, annie Zhang wrote: Hi, R users, What may be the best function in R to do variable selection in logistic regression? PhD theses, and books by famous statisticians have been pursuing the answer to that question for decades. I have the same number of

Re: [R] variable selection in logistic

David Winsemius wrote: On Sep 2, 2009, at 9:36 PM, annie Zhang wrote: Hi, R users, What may be the best function in R to do variable selection in logistic regression? PhD theses, and books by famous statisticians have been pursuing the answer to that question for decades. I have the

Re: [R] variable selection in logistic

David Winsemius wrote: On Sep 2, 2009, at 9:36 PM, annie Zhang wrote: Hi, R users, What may be the best function in R to do variable selection in logistic regression? PhD theses, and books by famous statisticians have been pursuing the answer to that question for decades.

Re: [R] variable selection in logistic

Hi, Frank, You mean the backward and forward stepwise selection is bad? You also suggest the penalized logistic regression is the best choice? Is there any function to do it as well as selecting the best penalty? Annie On Wed, Sep 2, 2009 at 7:41 PM, Frank E Harrell Jr f.harr...@vanderbilt.edu

Re: [R] variable selection in logistic

annie Zhang wrote: Hi, Frank, You mean the backward and forward stepwise selection is bad? You also suggest the penalized logistic regression is the best choice? Is there any function to do it as well as selecting the best penalty? Annie All variable selection is bad unless its in the