[R] Stepwise Regression and PLS

[Jinsong Zhao]

--- Frank E Harrell Jr <feh3k at spamcop.net> wrote:
> > 
> > For the case of stepwise regression, I have found
> that
> > the subsets I got using regsubsets() are
> collinear.
> > However, the variables in SPSS's result are not
> > collinear. I wonder what I should do to get a same
> or
> > better linear model.
> 
> I think you missed the point.  None of the variable
> selection procedures
> will provide results that have a fair probability of
> replicating in
> another sample.
> 
> FH
> ---
> Frank E Harrell Jr   Professor and Chair          
> School of Medicine
>                      Department of Biostatistics  
> Vanderbilt University

Do you mean different procedures will provide
different results? Maybe I don't understand your email
correctly. Now, I just hope I could get a reasonable
linear model using stepwise method in R, but I don't
know how to deal with collinear problem.

=====
(Mr.) Jinsong Zhao
Ph.D. Candidate
School of the Environment
Nanjing University
22 Hankou Road, Nanjing 210093
P.R. China
E-mail: jinsong_zh at yahoo.com