summary.abe: Summary Function

In abe: Augmented Backward Elimination

Description

makes a summary of a bootstrapped version of ABE

Usage

## S3 method for class 'abe'
summary(object, conf.level = 0.95, ...)

Arguments

object	an object of class "abe", an object returned by a call to abe.boot
conf.level	the confidence level, defaults to 0.95
...	additional arguments affecting the summary produced.

Value

a list with the following elements:

var.rel.frequencies: inclusion relative frequencies for all variables from the initial model

model.rel.frequencies: relative frequencies of the final models

var.coefs: bootstrap medians and percentiles for the estimates of the regression coefficients for each variable from the initial model

Author(s)

Rok Blagus, [e-mail]

Sladana Babic

See Also

abe.boot, plot.abe

Examples

set.seed(1)
n=100
x1<-runif(n)
x2<-runif(n)
x3<-runif(n)
y<--5+5*x1+5*x2+ rnorm(n,sd=5)
dd<-data.frame(y=y,x1=x1,x2=x2,x3=x3)
fit<-lm(y~x1+x2+x3,x=TRUE,y=TRUE,data=dd)

fit.boot<-abe.boot(fit,data=dd,include="x1",active="x2",
tau=c(0.05,0.1),exp.beta=FALSE,exact=TRUE,
criterion="alpha",alpha=c(0.2,0.05),type.test="Chisq",
num.boot=50,type.boot="bootstrap")

summary(fit.boot)$var.rel.frequencies

abe documentation built on May 2, 2019, 6:49 a.m.