On Wed, 29 Nov 2000, Francois Collin wrote:
> Hello:
> I am running S-plus on Windows NT.
> I am working on a classification problem with many feature variables.
> Are there functions which implement some of the usual variable selection
> procedures?
> Thanks in advance for pointers.
Not that I know of, and with good reason. They are very dependent on
unrealistic assumptions. You would do better to use stepAIC on logistic
regression (glm or multinom).
--
Brian D. Ripley, ripley@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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