Hi Peter (and list)

For the variable selection problem in large-p-small-n problems we are faced with (e.g., microarrays) we have been developing (very slowly) an approach using genetic algorithms and Mantel correlation.

I have attached a proceedings paper to appear this Sept. in the Interface proceedings and John Grefenestette's powerpoint file from the 2005 CSNA/Interface meeting.

Peter, this might be an approach for your 900 variables.

Bill


Peter Flom <[log in to unmask]> wrote: William Shannon  wrote

    (Peter, you may not be interested in covariate selection since your data will always 
     consist of the 900 measurements.)

I actually am interested in variable selection.  One of our tasks here is to find a small subset of the 900 measurements that works reasonably well.  

Peter

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