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From |
"K Jensen" <k.x.jensen@googlemail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Wed, 18 Jul 2007 13:09:16 +0100 |

Thanks, Paul! This is part way towards what I was hoping to do. I have a set of variables that more-or-less form groups that tend to be correlated with each other, but not with the other variables. I would like to produce more than one linear function a la "discrim" for each of the groups. Or that would have one linear function that has high weights on one group, another on the second and so on. BTW, I am making the groups sound a lot more defined than they are; it is more of a tendency than anything absolute. Thankyou again Karin On 18/07/07, E. Paul Wileyto <epw@mail.med.upenn.edu> wrote:

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/

* * 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/

**References**:**st: Cluster/PCA for predicting a binary outcome?***From:*"K Jensen" <k.x.jensen@googlemail.com>

**Re: st: Cluster/PCA for predicting a binary outcome?***From:*"E. Paul Wileyto" <epw@mail.med.upenn.edu>

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