1 Jul 2004 01:32
[R] linear models and colinear variables...
Peter Gaffney <petertgaffney <at> yahoo.com>
2004-06-30 23:32:59 GMT
2004-06-30 23:32:59 GMT
Hi! I'm having some issues on both conceptual and technical levels for selecting the right combination of variables for this model I'm working on. The basic, all inclusive form looks like lm(mic ~ B * D * S * U * V * ICU) Where mic, U, V, and ICU are numeric values and B D and S are factors with about 16, 16 and 2 levels respectively. In short, there's a ton of actual explanatory variables that look something like this: Bstaph.aureus:Dvan:Sr:U:ICU There are a good number of hits but there's also a staggering number of complete misses, due to a combination of scare data in that particular niche and actual lack of deviation from the categorical mean. My suspicion is that there's a large degree of colinearity in some of these variables that serves to reduce the total effect of either of a nearly colinear pair to an insignificant level; my hope is that removing one of a mostly colinear group would allow the other variables' possibly significant effects to be measured. Question 1) Is this legitimate at all? Can I do regression using the entire data set over only(Continue reading)
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