allpossregs: Calculates all possible regressions

In R330: An R package for Stats 330

Description

Calculates all possible regressions for subset selection

Usage

allpossregs(f, best = 1, Cp.plot = TRUE, text.cex = 0.8, dp = 3,
       cv.rep = 50, nvmax = 20, ...)
## S3 method for class 'lm'
allpossregs(f, best = 1, Cp.plot = TRUE, text.cex = 0.8, dp = 3,
       cv.rep = 50, nvmax = 20, ...)
## S3 method for class 'formula'
allpossregs(f, best = 1, Cp.plot = TRUE, text.cex = 0.8, dp = 3,
       cv.rep = 50, nvmax = 20, data, subset, weights, na.action,
       method = "qr", model = TRUE, x = FALSE, y = FALSE, qr = TRUE,
       singular.ok = TRUE, contrasts = NULL, offset, ...)
          

Arguments

f	an lm object or model formula
best	the number of models for each size (size=number of variables) to be printed
Cp.plot	print Cp plot? (TRUE=yes, FALSE=no)
text.cex	expansion factor for plot text
dp	number of decimal places
cv.rep	The number of random samplings when calculating the CV estimate of prediction error
nvmax	The maximum number of variables to be included in models.
data	A data frame, list or environment containing the variables in the model.
subset	an optional vector specifying a subset of observations to be used in the fitting process.
weights	an optional vector of ‘prior weights’ to be used in the fitting process. Should be NULL or a numeric vector.
na.action	a function which indicates what should happen when the data contain NAs. The default is set by the na.action setting of options, and is na.fail if that is unset. The ‘factory-fresh’ default is na.omit. Another possible value is NULL, no action. Value na.exclude can be useful.
method	the method to be used in fitting the model. The default method "glm.fit" uses iteratively reweighted least squares (IWLS): the alternative "model.frame" returns the model frame and does no fitting.
x, y, qr, model	For glm: logical values indicating whether the response vector and model matrix used in the fitting process should be returned as components of the returned value. For glm.fit: x is a design matrix of dimension n * p, and y is a vector of observations of length n.
singular.ok	logical. If FALSE (the default in S but not in R) a singular fit is an error.
contrasts	an optional list. See the contrasts.arg of model.matrix.default.
offset	this can be used to specify an a priori known component to be included in the linear predictor during fitting. This should be NULL or a numeric vector of length equal to the number of cases. One or more offset terms can be included in the formula instead or as well, and if more than one is specified their sum is used. See model.offset.
...	additional arguments to be passed to the low level regression fitting functions see lm and glm help files

Value

A matrix with columns labeled:

rssp	Residual Sum of Squares
sigma2	low values indicate better model
adjRsq	adjusted R squared for the model. Big values indicate good model
Cp	Mallow's Cp measure of how well model predicts. Want small values
AIC	Akaike Information Criterion, estimate of the difference between the fitted model and actualy model. Want small values
BIC	Bayesian Information Criterion, estimate of the posterior probability that fitted model is correct one. Want small values
CV	Cross-validation. Small values indicate good model.
Variables	states which variables were included for the regression (val=1 means included)

Rows represent the number of variables in the model

Note

This function redirects to other functions based on the type of object. eg all.poss.regs.lm , all.poss.regs.formula

Author(s)

Alan Lee, Blair Robertson

Examples

data(fatty.df)
allpossregs(ffa ~ age + skinfold + weight, data = fatty.df, Cp.plot=TRUE)

Example output

Loading required package: s20x
Loading required package: leaps
Loading required package: rgl
Loading required package: lattice
Warning messages:
1: In rgl.init(initValue, onlyNULL) : RGL: unable to open X11 display
2: 'rgl_init' failed, running with rgl.useNULL = TRUE 
3: .onUnload failed in unloadNamespace() for 'rgl', details:
  call: fun(...)
  error: object 'rgl_quit' not found 
   rssp sigma2 adjRsq    Cp    AIC    BIC    CV age skinfold weight
1 0.910  0.051  0.380 2.406 22.406 24.397 0.114   0        0      1
2 0.794  0.047  0.427 2.062 22.062 25.049 0.105   1        0      1
3 0.791  0.049  0.394 4.000 24.000 27.983 0.114   1        1      1

R330 documentation built on May 2, 2019, 2:12 p.m.