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st: variable selection


From   Maggie Skiles <[email protected]>
To   [email protected]
Subject   st: variable selection
Date   Wed, 26 Feb 2014 09:02:05 +0800

Dear all,

I am performing a logistic regression with variables sex (binary), age
(binary), income (maybe linear?) and region (categorical - 3 dummies,
4 categories).

I am wanting to look at how these variables play a role on my outcome.
But, I am also trying to see how these variables - sex, age, and
income - play a role WITHIN each region. Just based on the EDA, these
do change largely within the regions.

I am wondering how to assess my continuous variable. When looking at
'income' independently of region by use of lowess plots, it appears
there is a knot at 45. However, when looking at the lowess plots of
income for each region, the patterns differ largely (knot at 15, knot
at 60, one that is linear, and one that is more of a M-shape).

Is there a way to address this situation? It does not seem like one
linear spline is appropriate, especially to assess it within regions.
But it is clearly not a parametric linear line either.


Thanks in advance,
Maggie
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