Thanks Steve.
________________________________ From: Steve Lianoglou <mailinglist.honey...@gmail.com> To: David Winsemius <dwinsem...@comcast.net> ject.org> Sent: Friday, February 17, 2012 9:27 PM Subject: Re: [R] stepwise selection for conditional logistic regression Also, when you're doing reading through David's suggestions: On Fri, Feb 17, 2012 at 10:41 AM, David Winsemius <dwinsem...@comcast.net> wrote: [snip] > Stepwise procedures are supported somewhat grudgingly on r-help. You ought > to read some of the critical comments about stepwise procedures in the > Archives: > > http://search.r-project.org/cgi-bin/namazu.cgi?query=stepwise+significance&max=100&result=normal&sort=score&idxname=functions&idxname=Rhelp08&idxname=Rhelp10&idxname=Rhelp02 > > Another search strategy might be "stepwise Harrell". Just keep in the back of your mind somewhere that the glmnet library can fit "GLMs via penalized maximum likelihood [and] ... Fits linear, logistic and multinomial, poisson, and Cox regression models" (taken from `?glmnet`) over a grid of lambda params for you. HTH, -steve -- Steve Lianoglou Graduate Student: Computational Systems Biology | Memorial Sloan-Kettering Cancer Center | Weill Medical College of Cornell University Contact Info: http://cbio.mskcc.org/~lianos/contact [[alternative HTML version deleted]]
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