View source: R/ModelSelection.R
model_selection_data | R Documentation |
The data preparation function for visualising model selection. The output of this
function can be passed to the model_selection_plot
function for
showing a visual comparison between the information criteria for different models.
It is also possible to visualise a breakup of the information criteria into
deviance (goodness-of-fit) and penalty terms for each model.
model_selection_data(
models,
metric = c("AIC", "BIC", "AICc", "BICc", "deviance"),
sort = FALSE,
breakup = FALSE,
model_names = names(models)
)
models |
List of statistical regression model objects. |
metric |
Metric used for comparisons between models. Takes values from c("AIC", "BIC", "AICc", "BICc", "logLik"). Can choose a single or multiple metrics for comparing the different models. |
sort |
A boolean value indicating whether to sort the model from highest to lowest value of chosen metric. |
breakup |
A boolean value indicating whether to breakup the metric value into deviance (defined as -2*loglikelihood) and penalty components. Will work only if a single metric out of "AIC", "AICc", "BIC", or "BICc" is chosen to plot. |
model_names |
A character string describing the names to display on X-axis for each model in order they appear in the models parameter. |
A data-frame with multiple columns containing values of several information criteria for each model specified in 'models'.
An identifier name for each model object to be shown on X-axis.
The deviance values for each model object.
The -2*Log-Likelihood values for each model object.
The Akaike information criteria (AIC) values for each model object.
The Bayesian information criteria (BIC) values for each model object.
The corrected AIC (AICc) values for each model object.
The corrected BIC (BICc) values for each model object.
The names of the components to be shown in the plot.
The values for the components to be shown in the plot.
## Fit different candidate models
mod1 <- lm(mpg ~ disp, data = mtcars)
mod2 <- lm(mpg ~ disp + hp, data = mtcars)
mod3 <- lm(mpg ~ disp + hp + wt, data = mtcars)
mod4 <- lm(mpg ~ disp + hp + wt + carb, data = mtcars)
## Group models into list
models_list <- list("Model 1" = mod1, "Model 2" = mod2,
"Model 3" = mod3, "Model 4" = mod4)
## Prepare data for visualisation
## Specific metric
model_selection_data(models = models_list,
metric = c("AIC"))
## Multiple metrics can be plotted together as well
model_selection_data(models = models_list,
metric = c("AIC", "BIC"))
## If single metric is specified then breakup of metric
## between goodness of fit and penalty can also be visualised
model_selection_data(models = models_list,
metric = c("AICc"),
breakup = TRUE)
## Sort models
model_selection_data(models = models_list,
metric = c("AICc"),
breakup = TRUE, sort = TRUE)
## If multiple metrics are specified then sorting
## will be done on first metric specified in list (AIC in this case)
model_selection_data(models = models_list,
metric = c("AIC", "BIC", "AICc", "BICc"), sort = TRUE)
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