[R] logistic regression or discriminant analysis ?

[Marc Feldesman]

At 06:25 PM 5/23/2002 +0200, Daniel Amorèse wrote:
>Hello,
>Does logistic regression really provide better results than lda or qda ?
>(my purpose is not classification but highlighting of discriminant
>variables)


You've asked multiple questions about "stepwise quadratic regression" and 
now "stepwise logistic regression".  You haven't really explained what you 
want to do ("highlighting of discriminant variables" isn't very 
informative).  WHY do you want to use stepwise anything?  Are you looking 
for the best set of explanatory variables to predict group membership?  Are 
your data non-normal?  Do your groups have heterogeneous covariance 
structures?  Do you have vastly unequal mixture proportions?

It sounds like you are interested in the function discrim(), which is part 
of S-Plus but not R.  You've complained about the lack of documentation for 
qda() in Venables and Ripley (3rd edition?) and in the R documentation, but 
you haven't told us what you were looking for.  Neither qda() nor lda() do 
"stepwise", and  AFAIK, there is no stepwise logistic regression available 
in R.  You might want multinomial logistic regression (multinom() in bundle 
VR), but that isn't stepwise either.

In short, you're not getting much help because the questions you're asking 
aren't very well-formed.



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