modelFitStat: Fit Model Statistics

In StepReg: Stepwise Regression Analysis

Fit Model Statistics

Description

Fit Model Statistics with least square or likelihood method to return an information criteria value

Usage

modelFitStat(ic, fit, method = c("LeastSquare", "Likelihood"), cox = FALSE)

Arguments

ic	Information criteria, including AIC, AICc, BIC, CP, HQ, HQc, Rsq, adjRsq and SBC
fit	Object of linear model or general linear model
method	Method to calculate information criteria value, including 'LeastSquare' and 'Likelihood'
cox	Compute model fit statistics for cox regression or not, where partial likelihood value will be used instead of the ordinary.

Author(s)

Junhui Li

References

Alsubaihi, A. A., Leeuw, J. D., and Zeileis, A. (2002). Variable selection in multivariable regression using sas/iml. , 07(i12).

Darlington, R. B. (1968). Multiple regression in psychological research and practice. Psychological Bulletin, 69(3), 161.

Hannan, E. J., & Quinn, B. G. (1979). The determination of the order of an autoregression. Journal of the Royal Statistical Society, 41(2), 190-195.

Harold Hotelling. (1992). The Generalization of Student's Ratio. Breakthroughs in Statistics. Springer New York.

Hocking, R. R. (1976). A biometrics invited paper. the analysis and selection of variables in linear regression. Biometrics, 32(1), 1-49.

Hurvich, C. M., & Tsai, C. (1989). Regression and time series model selection in small samples. Biometrika, 76(2), 297-307.

Judge, & GeorgeG. (1985). The Theory and practice of econometrics /-2nd ed. The Theory and practice of econometrics /. Wiley.

Mallows, C. L. (1973). Some comments on cp. Technometrics, 15(4), 661-676.

Mardia, K. V., Kent, J. T., & Bibby, J. M. (1979). Multivariate analysis. Mathematical Gazette, 37(1), 123-131.

Mckeon, J. J. (1974). F approximations to the distribution of hotelling's t20. Biometrika, 61(2), 381-383.

Mcquarrie, A. D. R., & Tsai, C. L. (1998). Regression and Time Series Model Selection. Regression and time series model selection /. World Scientific.

Pillai, K. C. S. (2006). Pillai's Trace. Encyclopedia of Statistical Sciences. John Wiley & Sons, Inc.

R.S. Sparks, W. Zucchini, & D. Coutsourides. (1985). On variable selection in multivariate regression. Communication in Statistics- Theory and Methods, 14(7), 1569-1587.

Sawa, T. (1978). Information criteria for discriminating among alternative regression models. Econometrica, 46(6), 1273-1291.

Schwarz, G. (1978). Estimating the dimension of a model. Annals of Statistics, 6(2), pags. 15-18.

Examples

data(mtcars)
fit <- lm(mpg~wt+qsec+vs+am+gear+carb,data=mtcars)
modelFitStat("AIC",fit,"LeastSquare")

StepReg documentation built on Dec. 28, 2022, 1:07 a.m.