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In principle this should work, but I have not tried this myself. I have also not tested the PC option of the CHT for a long time, so let us know if you try this and run into any problems.
Since the coefficients are fit one at a time, it would likely work better
if the covariates are orthogonal (as PCs are ). I might suggest
orthogonalizing the covariate matrix (perhaps using PCA).
In principle this should work, but I have not tried this myself. I have
also not tested the PC option of the CHT for a long time, so let us know if
you try this and run into any problems.
Hi Graham,
The final combined_test.py can take principle components into account. Would it be okay to use PEER factors, age, gender and other covariates?
Bosh
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