DMR: Delete or Merge Regressors for linear model selection.
Version 2.0

A backward selection procedure called delete or merge regressors (DMR) combines deleting continuous variables with merging levels of factors. The method assumes greedy search among linear models with set of constraints of two types: either a parameter for a continuous variable is set to zero or parameters corresponding to two levels of a factor are compared. DMR is a stepwise regression procedure, where in each step a new constraint is added according to ranking of the hypotheses based on squared t-statistics. As a result a nested family of linear models is obtained and the final decision is made according to minimization of the generalized information criterion (GIC, default BIC). The main function of the package is DMR, which is based on hierarchical clustering. Moreover, other functions for extensions of DMR method are given, such as stepDMR which is based on recalculation of t-statistics in each step and function DMR4glm for generalized linear models.

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AuthorAleksandra Maj, Agnieszka Prochenka, Piotr Pokarowski
Date of publication2013-02-21 13:19:28
MaintainerAleksandra Maj <aleksandra.lucja.maj@gmail.com>
LicenseGPL-2
Version2.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("DMR")

Man pages

DMR: Delete or Merge Regressors
DMR4glm: Delete or Merge Regressors for Generalized Linear Models
DMR-package: Package for performing simultaneous deleting or merging...
plot_bf: Plot Approximate Bayes Factors
roc: Measures of Performance
stepDMR: Stepwise Delete or Merge Regressors

Functions

DMR Man page Source code
DMR-package Man page
DMR4glm Man page Source code
cuth Source code
cuth4glm Source code
hip Source code
part2hi Source code
plot_bf Man page Source code
roc Man page Source code
stepDMR Man page Source code
t_stats Source code

Files

MD5
R
R/plot_bf.r
R/t_stats.r
R/stepDMR.r
R/roc.r
R/part2hi.r
R/hip.r
R/DMR4glm.r
R/DMR.r
R/cuth4glm.r
R/cuth.r
NAMESPACE
man
man/plot_bf.Rd
man/stepDMR.Rd
man/roc.Rd
man/DMR4glm.Rd
man/DMR.Rd
man/DMR-package.Rd
DESCRIPTION
DMR documentation built on May 20, 2017, 4:11 a.m.