Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Cluster/PCA for predicting a binary outcome?


From   "E. Paul Wileyto" <epw@mail.med.upenn.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Cluster/PCA for predicting a binary outcome?
Date   Wed, 18 Jul 2007 07:38:02 -0400

You're looking for discriminant analysis (look up Stata help on discrim)... It's like PCA, but you can think of it as selecting the loadings to maximize the F-value if you did a 1-way ANOVA by your class variable.

But, for a binary outcome, many simply use logistic regression.

P

K Jensen wrote:

Hi
I am trying to predict a binary outcome from a set of correlated
variables.  Rather than using logisitic regression to include the
variables one-by-one in the model, I was wondering if there was a way
in Stata of generating sets or functions of the variables?  Maybe
something similar to PCA, except that you would be trying to explain
the variation in the binary outcome rather than the whole dataset.
I hope that this makes some sort of sense!
Thankyou
Karin
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

--
E. Paul Wileyto, Ph.D.
Assistant Professor of Biostatistics
Tobacco Use Research Center
School of Medicine, U. of Pennsylvania
3535 Market Street, Suite 4100
Philadelphia, PA 19104-3309

215-746-7147
Fax: 215-746-7140
epw@mail.med.upenn.edu
http://mail.med.upenn.edu/~epw/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index