drop1summary | R Documentation |
Offers summaries of prospective models as every predictor in the model is removed from the model.
drop1summary(fit, scope, alpha = 0.05, adjust.method = "fdr", sort.by = "p-value")
fit |
an lm or glm object representing a model. |
scope |
defines the range of models examined in the stepwise search. This should be either a single formula, or a list containing components upper and lower, both formulae. See the details for how to specify the formulae and how they are used. |
alpha |
Significance level. Default value is 0.05. |
adjust.method |
Correction for multiple testing accumulation of error. See |
sort.by |
The criterion to use to sort the table of prospective models. Must be one of |
max_pvalue
indicates the maximum p-value from the multiple t-tests for each predictor.
a table with the possible exclusions and the metrics of the prospective models: AIC, BIC, adj.rsq, PRESS, max_pvalue, max.VIF, and whether it passed the chosen p-value correction.
Jongwook Kim <jongwook226@gmail.com>
Adriano Zanin Zambom <adriano.zambom@gmail.com>
Zambom A Z, Kim J. Consistent significance controlled variable selection in high-dimensional regression. Stat.2018;7:e210. https://doi.org/10.1002/sta4.210
SignifReg
, add1summary
, add1SignifReg
, drop1SignifReg
,
##mtcars data is used as an example. data(mtcars) fit <- lm(mpg~., mtcars) drop1summary(fit)
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