From: Peter Gaffney <petertgaffney_at_yahoo.com>

Date: Thu 01 Jul 2004 - 09:32:59 EST

R-help@stat.math.ethz.ch mailing list

https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Jul 01 09:38:51 2004

Date: Thu 01 Jul 2004 - 09:32:59 EST

Hi!

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 2) How do I go about selecting possible
colinear explanatory variables?

I had originally thought I'd just make a matrix of
coefficients of colinearity for each pair of variables
and iteratively re-run the model until I got the
results I wanted, but I can't really figure out how to
do this. In addition, I'm not sure how to do this in
the model syntax once I've actually decided on some
variables to exclude.

For instance, supposing I wanted to run the model as
above without the variable

Bstaph.aureus:Dvan:Sr:U:ICU. What I tried was

lm(mic ~ B * D * S * U * V * ICU -

Bstaph.aureus:Dvan:Sr:U:ICU).

Obviously this doesn't work because the variable name Bstaph.aureus:Dvan:Sr:U:ICU hasn't been recognized yet. How do I do this? My best guess so far is to build and define each of the variables like Bstaph.aureus:Dvan:Sr:U:ICU by hand with some imperative/iterative style programming using some kind of string generation system. This sounds like a royal pain, and is something I'd rather avoid doing if at all possible.

R-help@stat.math.ethz.ch mailing list

https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Jul 01 09:38:51 2004

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