[R] statistical modelling SAS vs R

2006-02-03 Thread Bill Szkotnicki
Hello, Recently I have been reading a lot of material about statistical modeling using R. There seems to be conflicting opinions about what the best approach is between the SAS community and the R community. 1) In R one might start with a model that has all possible effects of interest in it and

Re: [R] statistical modelling SAS vs R

2006-02-03 Thread Frank E Harrell Jr
Bill Szkotnicki wrote: Hello, Recently I have been reading a lot of material about statistical modeling using R. There seems to be conflicting opinions about what the best approach is between the SAS community and the R community. 1) In R one might start with a model that has all possible

Re: [R] statistical modelling SAS vs R

2006-02-03 Thread Wensui Liu
bill, what kind of modeling are you talking about? based on your desc on SAS, you are doing general linear model, aren't you? Frank gave you a great suggestion of using shrinkage methods, such as lasso, instead of stepwise/backforward/forward methods. But no matter shrinkage or stepwise, both