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Statistics版 - one question about variable selection in SAS
相关主题
关于lasso的variable selection问题问个基本的建MODEL问题
问个logistic regression的问题。有什么variable selection的方法可以用在Logistic regression上?
logistic regression结果释疑,解读问题:用VIF做feature selection
CONTINUOUS PREDICTOR AND BINARY OUTCOME请问:Age 什么时候应该 ’分段', 什么时候不分呢?
有80个候选Predictors,怎么从中选<10个急问高手,怎样在SAS实现logistic regression里independent variable重要性排序?
求 imputation 后 出来的iteration 的数据作用SAS 求教
菜鸟问SAS model selectionR glmnet 大数据
logistic, overfit了怎么办?请问:想fit gamma 并同时用lasso的方法做variable selection
相关话题的讨论汇总
话题: sas话题: selection话题: variable话题: bonferroni话题: like
进入Statistics版参与讨论
1 (共1页)
A*******s
发帖数: 3942
1
is there any common SAS option available to "bond" two or more variables
together in forward/backward/stepwise selection? Say if we have many
predictors, we would like two of them stay in model or be dropped out
together. Like Rose said to Jack, you jump I jump. :)
Thanks in advance.
s*********r
发帖数: 909
2
Jack said to Rose?

【在 A*******s 的大作中提到】
: is there any common SAS option available to "bond" two or more variables
: together in forward/backward/stepwise selection? Say if we have many
: predictors, we would like two of them stay in model or be dropped out
: together. Like Rose said to Jack, you jump I jump. :)
: Thanks in advance.

A*******s
发帖数: 3942
3
get my point! get my point!

【在 s*********r 的大作中提到】
: Jack said to Rose?
l***a
发帖数: 12410
4
don't think so

【在 A*******s 的大作中提到】
: is there any common SAS option available to "bond" two or more variables
: together in forward/backward/stepwise selection? Say if we have many
: predictors, we would like two of them stay in model or be dropped out
: together. Like Rose said to Jack, you jump I jump. :)
: Thanks in advance.

D******n
发帖数: 2836
5
write a macro.

【在 A*******s 的大作中提到】
: is there any common SAS option available to "bond" two or more variables
: together in forward/backward/stepwise selection? Say if we have many
: predictors, we would like two of them stay in model or be dropped out
: together. Like Rose said to Jack, you jump I jump. :)
: Thanks in advance.

A*******s
发帖数: 3942
6
写macro写到吐了...

【在 D******n 的大作中提到】
: write a macro.
l*********s
发帖数: 5409
7
if you have only 1 group, I think you can do this manually.

【在 A*******s 的大作中提到】
: is there any common SAS option available to "bond" two or more variables
: together in forward/backward/stepwise selection? Say if we have many
: predictors, we would like two of them stay in model or be dropped out
: together. Like Rose said to Jack, you jump I jump. :)
: Thanks in advance.

o****o
发帖数: 8077
8
也许可以试试EFFECT statement里面的COLLECTION选项
现在好几个working horse PROC都支持EFFECT statement,比如LOGISTIC, PLS,
GLIMMIX, GLMSELECT等

【在 A*******s 的大作中提到】
: is there any common SAS option available to "bond" two or more variables
: together in forward/backward/stepwise selection? Say if we have many
: predictors, we would like two of them stay in model or be dropped out
: together. Like Rose said to Jack, you jump I jump. :)
: Thanks in advance.

A*******s
发帖数: 3942
9
又学习新东西了,谢谢大牛
包子sent
不过突然有个疑惑,
比如说在logistic里面
我想test H0: beta2=0, beta3=0;
这个collection是直接做一个likelihood ratio test拉倒,还是做俩wald tests with
Bonferroni adjustments ?

【在 o****o 的大作中提到】
: 也许可以试试EFFECT statement里面的COLLECTION选项
: 现在好几个working horse PROC都支持EFFECT statement,比如LOGISTIC, PLS,
: GLIMMIX, GLMSELECT等

z**********i
发帖数: 12276
10
学习了...

【在 o****o 的大作中提到】
: 也许可以试试EFFECT statement里面的COLLECTION选项
: 现在好几个working horse PROC都支持EFFECT statement,比如LOGISTIC, PLS,
: GLIMMIX, GLMSELECT等

d*******y
发帖数: 1154
11
膜拜sas帝:)

【在 o****o 的大作中提到】
: 也许可以试试EFFECT statement里面的COLLECTION选项
: 现在好几个working horse PROC都支持EFFECT statement,比如LOGISTIC, PLS,
: GLIMMIX, GLMSELECT等

c*******1
发帖数: 342
12
likelihood ratio test.
Bonferroni is conservative, right?

with

【在 A*******s 的大作中提到】
: 又学习新东西了,谢谢大牛
: 包子sent
: 不过突然有个疑惑,
: 比如说在logistic里面
: 我想test H0: beta2=0, beta3=0;
: 这个collection是直接做一个likelihood ratio test拉倒,还是做俩wald tests with
: Bonferroni adjustments ?

A*******s
发帖数: 3942
13
yes LR is less conservative.
But LR requires refitting the model, correct?
Wald statistic with Bonferroni doesn't.
Not sure how SAS implements it.

【在 c*******1 的大作中提到】
: likelihood ratio test.
: Bonferroni is conservative, right?
:
: with

1 (共1页)
进入Statistics版参与讨论
相关主题
请问:想fit gamma 并同时用lasso的方法做variable selection有80个候选Predictors,怎么从中选<10个
关于stepwise programming求 imputation 后 出来的iteration 的数据作用
包子问题请教( sas)菜鸟问SAS model selection
请教如何分析一个case control study。logistic, overfit了怎么办?
关于lasso的variable selection问题问个基本的建MODEL问题
问个logistic regression的问题。有什么variable selection的方法可以用在Logistic regression上?
logistic regression结果释疑,解读问题:用VIF做feature selection
CONTINUOUS PREDICTOR AND BINARY OUTCOME请问:Age 什么时候应该 ’分段', 什么时候不分呢?
相关话题的讨论汇总
话题: sas话题: selection话题: variable话题: bonferroni话题: like