regsel_f: Regressors selection

In AFR: Toolkit for Regression Analysis of Kazakhstan Banking Sector Data

Regressors selection

Description

The function allows to choose regressors based on multiple criteria as AIC, RMSE etc

Usage

regsel_f(
  model,
  pval = 0.3,
  metric = "adjr" & "aic",
  progress = FALSE,
  details = FALSE,
  ...
)

Arguments

model	is a linear regression model
pval	p value; variables with p value less than pval will enter into the model
metric	statistical metrics used to estimate the best model
progress	Logical; if TRUE, will display variable selection progress.
details	Logical; if TRUE, will print the regression result at each step.
...	other arguments

References

Hebbali, Aravind. Published 2020-02-10. olssr package

Examples

data(macroKZ)
model <- lm(real_gdp ~ imp + exp + poil + eurkzt + tonia_rate, data = macroKZ)
regsel_f(model)

AFR documentation built on Sept. 11, 2024, 9:09 p.m.