Timeline for How to select a subset of variables from my original long list in order to perform logistic regression analysis?
Current License: CC BY-SA 3.0
11 events
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| Jun 20, 2014 at 9:58 | comment | added | Scortchi♦ | @Puzzled: E.g. the response is likely related to a patient's fatness, & you use body-mass index as a predictor rather than height & weight. Or it's likely related to a increase in the amount of rainfall, & you form a predictor from the trend component of a time series model fitted to daily measurements. Or it's likely related to an individual's wealth, & you form a predictor by adding savings, investments & property value. Or it's likely related to a student's academic ability, & you form a predictor from a weighted average of test scores in different subjects. | |
| Jun 19, 2014 at 21:56 | comment | added | Puzzled | @Scortchi: Could you please explain further what you meant by "data reduction guided by subject-matter knowledge & common sense"? Any examples? | |
| Jun 16, 2014 at 16:26 | comment | added | Frank Harrell | See Moons et al, J Clin Epi 57:2363-70, 2004. | |
| Jun 16, 2014 at 16:21 | comment | added | MichaelJ | Quadratic penalization is usually called ridge regression, so I suggest searching using the latter keywords. As pointed out, quadratic penalization won't select a subset of variables, which was originally specified as a need. If predictive accuracy is the main concern then ridge regression (quadratic penalization) is probably the way to go. | |
| Jun 16, 2014 at 13:55 | comment | added | Puzzled | Also, any advice on how to run quadratic penalization on SPSS? | |
| Jun 16, 2014 at 12:53 | comment | added | Puzzled | @FrankHarrell: I would like to read more about quadratic penalization, could you please send me the full reference for the paper you mentioned? | |
| Jun 14, 2014 at 14:56 | comment | added | Frank Harrell | Correct, and that is the reason for its superiority in terms of predictive discrimination. | |
| Jun 14, 2014 at 13:04 | comment | added | MichaelJ | Quadratic penalization won't select a subset of variables, no? | |
| Jun 12, 2014 at 17:24 | comment | added | Scortchi♦ | (+1) Just like to add that data reduction guided by subject-matter knowledge & common sense alone can also be effective - which might be appealing to a non-statistician. | |
| Jun 12, 2014 at 17:11 | history | edited | Scortchi♦ | CC BY-SA 3.0 |
fixed typo
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| Jun 12, 2014 at 15:35 | history | answered | Frank Harrell | CC BY-SA 3.0 |