It's more a statement that it expresses a statistical perspective very
succinctly, somewhat like a Zen koan. Frank's book,"Regression
Modeling Strategies", has entire chapters on reasoned approaches to
your question. His website also has quite a bit of material free for
the taking.
--
David Winsemius
Heritage Laboratories
On Sep 27, 2008, at 7:24 PM, Darin Brooks wrote:
Glad you were amused.
I assume that "booking this as a fortune" means that this was an
idiotic way
to model the data?
MARS? Boosted Regression Trees? Any of these a better choice to
extract
significant predictors (from a list of about 44) for a measured
dependent
variable?
-----Original Message-----
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]
] On
Behalf Of Ted Harding
Sent: Saturday, September 27, 2008 4:30 PM
To: [EMAIL PROTECTED]
Subject: Re: [R] FW: logistic regression
On 27-Sep-08 21:45:23, Dieter Menne wrote:
Frank E Harrell Jr <f.harrell <at> vanderbilt.edu> writes:
Estimates from this model (and especially standard errors and
P-values)
will be invalid because they do not take into account the stepwise
procedure above that was used to torture the data until they
confessed.
Frank
Please book this as a fortune.
Dieter
Seconded!
Ted.
--------------------------------------------------------------------
E-Mail: (Ted Harding) <[EMAIL PROTECTED]>
Fax-to-email: +44 (0)870 094 0861
Date: 27-Sep-08 Time: 23:30:19
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