Re: [R] Logistic Regression - Variable Selection Methods With Prediction

2011-10-26 Thread RAJ
Can I atleast get help with what pacakge to use for logistic
regression with all possible models and do prediction. I know i can
use regsubsets but i am not sure if it has any prediction functions to
go with it.

Thanks

On Oct 25, 6:54 pm, RAJ dheerajathr...@gmail.com wrote:
 Hello,

 I am pretty new to R, I have always used SAS and SAS products. My
 target variable is binary ('Y' and 'N') and i have about 14 predictor
 variables. My goal is to compare different variable selection methods
 like Forward, Backward, All possible subsests. I am using
 misclassification rate to pick the winner method.

 This is what i have as of now,

 Reg - glm (Graduation ~., DFtrain,family=binomial(link=logit))
                 step - extractAIC(Reg, direction=forward)
                 pred - predict(Reg, DFtest,type=response)
                 mis - mean({pred  0.5} != {DFtest[,Graduation] == Y})
 This program actually works but I needed to check to make sure am
 doing this right. Also, I am getting the same misclassification rates
 for all different methods.

 I also tried to use

 Reg - leaps(Graduation ~., DFtrain)
                 pred - predict(Reg, DFtest,type=response)
                 mis - mean({pred  0.5} != {DFtest[,Graduation] == Y})
                 #print(summary(mis))
 which doesnt work

 and

 Reg - regsubsets(Graduation ~., DFtrain)
                 pred - predict(Reg, DFtest,type=response)
                 mis - mean({pred  0.5} != {DFtest[,Graduation] == Y})
                 #print(summary(mis))

 The Regsubsets will work but the 'predict' function does not work with
 it. Is there any other way to do predictions when using regsubsets

 Any help is appreciated.

 Thanks,

 __
 r-h...@r-project.org mailing listhttps://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guidehttp://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.

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Re: [R] Logistic Regression - Variable Selection Methods With Prediction

2011-10-26 Thread Steve_Friedman
Try the glm package

Steve Friedman Ph. D.
Ecologist  / Spatial Statistical Analyst
Everglades and Dry Tortugas National Park
950 N Krome Ave (3rd Floor)
Homestead, Florida 33034

steve_fried...@nps.gov
Office (305) 224 - 4282
Fax (305) 224 - 4147

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Re: [R] Logistic Regression - Variable Selection Methods With Prediction

2011-10-26 Thread Steve Lianoglou
Hi,

On Wed, Oct 26, 2011 at 12:35 PM, RAJ dheerajathr...@gmail.com wrote:
 Can I atleast get help with what pacakge to use for logistic
 regression with all possible models and do prediction. I know i can
 use regsubsets but i am not sure if it has any prediction functions to
 go with it.

Maybe you could try glmnet instead.

It doesn't give you all possible models, but rather the best one at
a given value for the penalty (lambda) parameter.

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

__
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and provide commented, minimal, self-contained, reproducible code.


Re: [R] Logistic Regression - Variable Selection Methods With Prediction

2011-10-26 Thread Weidong Gu
Check glmulti package for all subset selection.

Weidong Gu

On Wed, Oct 26, 2011 at 12:35 PM, RAJ dheerajathr...@gmail.com wrote:
 Can I atleast get help with what pacakge to use for logistic
 regression with all possible models and do prediction. I know i can
 use regsubsets but i am not sure if it has any prediction functions to
 go with it.

 Thanks

 On Oct 25, 6:54 pm, RAJ dheerajathr...@gmail.com wrote:
 Hello,

 I am pretty new to R, I have always used SAS and SAS products. My
 target variable is binary ('Y' and 'N') and i have about 14 predictor
 variables. My goal is to compare different variable selection methods
 like Forward, Backward, All possible subsests. I am using
 misclassification rate to pick the winner method.

 This is what i have as of now,

 Reg - glm (Graduation ~., DFtrain,family=binomial(link=logit))
                 step - extractAIC(Reg, direction=forward)
                 pred - predict(Reg, DFtest,type=response)
                 mis - mean({pred  0.5} != {DFtest[,Graduation] == Y})
 This program actually works but I needed to check to make sure am
 doing this right. Also, I am getting the same misclassification rates
 for all different methods.

 I also tried to use

 Reg - leaps(Graduation ~., DFtrain)
                 pred - predict(Reg, DFtest,type=response)
                 mis - mean({pred  0.5} != {DFtest[,Graduation] == Y})
                 #print(summary(mis))
 which doesnt work

 and

 Reg - regsubsets(Graduation ~., DFtrain)
                 pred - predict(Reg, DFtest,type=response)
                 mis - mean({pred  0.5} != {DFtest[,Graduation] == Y})
                 #print(summary(mis))

 The Regsubsets will work but the 'predict' function does not work with
 it. Is there any other way to do predictions when using regsubsets

 Any help is appreciated.

 Thanks,

 __
 r-h...@r-project.org mailing listhttps://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guidehttp://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.

 __
 R-help@r-project.org mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.


__
R-help@r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


Re: [R] Logistic Regression - Variable Selection Methods With Prediction

2011-10-26 Thread Bert Gunter
You mean the glm()  _function_ in the stats package.

?glm

(just to avoid confusion)

-- Bert

On Wed, Oct 26, 2011 at 10:31 AM, steve_fried...@nps.gov wrote:

 Try the glm package

 Steve Friedman Ph. D.
 Ecologist  / Spatial Statistical Analyst
 Everglades and Dry Tortugas National Park
 950 N Krome Ave (3rd Floor)
 Homestead, Florida 33034

 steve_fried...@nps.gov
 Office (305) 224 - 4282
 Fax (305) 224 - 4147

 __
 R-help@r-project.org mailing list
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide
 http://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.




-- 

Bert Gunter
Genentech Nonclinical Biostatistics

Internal Contact Info:
Phone: 467-7374
Website:
http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm

[[alternative HTML version deleted]]

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Re: [R] Logistic Regression - Variable Selection Methods With Prediction

2011-10-26 Thread Marc Schwartz
The reason that you are not likely getting replies is that what you propose to 
do is considered a poor way of building models. 

You need to get out of the SAS Mindset.

I would suggest you obtain a copy of Frank Harrell's book:

  http://www.amazon.com/exec/obidos/ASIN/0387952322/

and then consider using his 'rms' package on CRAN to engage in modeling 
building strategies and validation.

Regards,

Marc Schwartz

On Oct 26, 2011, at 11:35 AM, RAJ wrote:

 Can I atleast get help with what pacakge to use for logistic
 regression with all possible models and do prediction. I know i can
 use regsubsets but i am not sure if it has any prediction functions to
 go with it.
 
 Thanks
 
 On Oct 25, 6:54 pm, RAJ dheerajathr...@gmail.com wrote:
 Hello,
 
 I am pretty new to R, I have always used SAS and SAS products. My
 target variable is binary ('Y' and 'N') and i have about 14 predictor
 variables. My goal is to compare different variable selection methods
 like Forward, Backward, All possible subsests. I am using
 misclassification rate to pick the winner method.
 
 This is what i have as of now,
 
 Reg - glm (Graduation ~., DFtrain,family=binomial(link=logit))
 step - extractAIC(Reg, direction=forward)
 pred - predict(Reg, DFtest,type=response)
 mis - mean({pred  0.5} != {DFtest[,Graduation] == Y})
 This program actually works but I needed to check to make sure am
 doing this right. Also, I am getting the same misclassification rates
 for all different methods.
 
 I also tried to use
 
 Reg - leaps(Graduation ~., DFtrain)
 pred - predict(Reg, DFtest,type=response)
 mis - mean({pred  0.5} != {DFtest[,Graduation] == Y})
 #print(summary(mis))
 which doesnt work
 
 and
 
 Reg - regsubsets(Graduation ~., DFtrain)
 pred - predict(Reg, DFtest,type=response)
 mis - mean({pred  0.5} != {DFtest[,Graduation] == Y})
 #print(summary(mis))
 
 The Regsubsets will work but the 'predict' function does not work with
 it. Is there any other way to do predictions when using regsubsets
 
 Any help is appreciated.
 
 Thanks,

__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.


[R] Logistic Regression - Variable Selection Methods With Prediction

2011-10-25 Thread RAJ
Hello,

I am pretty new to R, I have always used SAS and SAS products. My
target variable is binary ('Y' and 'N') and i have about 14 predictor
variables. My goal is to compare different variable selection methods
like Forward, Backward, All possible subsests. I am using
misclassification rate to pick the winner method.

This is what i have as of now,

Reg - glm (Graduation ~., DFtrain,family=binomial(link=logit))
step - extractAIC(Reg, direction=forward)
pred - predict(Reg, DFtest,type=response)
mis - mean({pred  0.5} != {DFtest[,Graduation] == Y})
This program actually works but I needed to check to make sure am
doing this right. Also, I am getting the same misclassification rates
for all different methods.

I also tried to use

Reg - leaps(Graduation ~., DFtrain)
pred - predict(Reg, DFtest,type=response)
mis - mean({pred  0.5} != {DFtest[,Graduation] == Y})
#print(summary(mis))
which doesnt work

and

Reg - regsubsets(Graduation ~., DFtrain)
pred - predict(Reg, DFtest,type=response)
mis - mean({pred  0.5} != {DFtest[,Graduation] == Y})
#print(summary(mis))

The Regsubsets will work but the 'predict' function does not work with
it. Is there any other way to do predictions when using regsubsets

Any help is appreciated.

Thanks,

__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.