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
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
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
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
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
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
PROTECTED]
Subject: Re: [R] covariate selection?
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
On Wed, 28 Jul 2004, Mayeul KAUFFMANN wrote:
No, I mean recurrent events. With counting process notation but no
recurrent revents the partial likelihood is still valid, and the approach
of treating it as a real likelihood for AIC (and presumably BIC) makes
sense.
Roughly speaking, you
On Wed, 28 Jul 2004, Mayeul KAUFFMANN wrote:
If you can get the conditional independence (martingaleness) then, yes,
BIC is fine.
One way to check might be to see how similar the standard errors are
with
and without the cluster(id) term.
(Thank you again !, Thomas.)
At first look,
On Tue, 27 Jul 2004, Mayeul KAUFFMANN wrote:
Thank you a lot for your time and your answer, Thomas. Like all good
answers, it raised new questions for me ;-)
In the case of recurrent events coxph() is not
using maximum likelihood or even maximum partial likelihood. It is
maximising the
On Mon, 26 Jul 2004, Mayeul KAUFFMANN wrote:
Hello everyone,
I am searching for a covariate selection procedure in a cox model
formulated
as a counting process.
I use intervals, my formula looks like coxph(Surv(start,stop,status)~
x1+x2+...+cluster(id),robust=T) where id is a country code
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