View source: R/forward.sel.par.R

forward.sel.par | R Documentation |

If Y is univariate, this function implements FS in regression. If Y is multivariate, this function implements FS using the F-test described by Miller and Farr (1971). This test requires that (i) the Y variables be standardized, and (ii) the error in the response variables be normally distributed (to be verified by the user).

```
forward.sel.par(
Y,
X,
alpha = 0.05,
K = nrow(X) - 1,
R2thresh = 0.99,
R2more = 0.001,
adjR2thresh = 0.99,
Yscale = FALSE,
verbose = TRUE
)
```

`Y` |
Response data matrix with n rows and m columns containing quantitative variables |

`X` |
Explanatory data matrix with n rows and p columns containing quantitative variables |

`alpha` |
Significance level. Stop the forward selection procedure if the p-value of a variable is higher than alpha. The default is 0.05 |

`K` |
Maximum number of variables to be selected. The default is one minus the number of rows |

`R2thresh` |
Stop the forward selection procedure if the R-square of the model exceeds the stated value. This parameter can vary from 0.001 to 1 |

`R2more` |
Stop the forward selection procedure if the difference in model R-square with the previous step is lower than R2more. The default setting is 0.001 |

`adjR2thresh` |
Stop the forward selection procedure if the adjusted R-square of the model exceeds the stated value. This parameter can take any value (positive or negative) smaller than 1 |

`Yscale` |
Standardize the variables in table Y to variance 1. The default setting is FALSE. The setting is automatically changed to TRUE if Y contains more than one variable. This is a validity condition for the parametric test of significance (Miller and Farr 1971) |

`verbose` |
If 'TRUE' more diagnostics are printed. The default setting is TRUE |

The forward selection will stop when either K, R2tresh, adjR2tresh, alpha and R2more has its parameter reached.

A dataframe with:

` variables ` |
The names of the variables |

` order ` |
The order of the selection of the variables |

` R2 ` |
The R2 of the variable selected |

` R2Cum ` |
The cumulative R2 of the variables selected |

` AdjR2Cum ` |
The cumulative adjusted R2 of the variables selected |

` F ` |
The F statistic |

` pval ` |
The P-value statistic |

Pierre Legendre pierre.legendre@umontreal.ca and Guillaume Blanchet

Miller, J. K. & S. D. Farr. 1971. Bimultivariate redundancy: a
comprehensive measure of interbattery relationship. *Multivariate
Behavioral Research*, **6**, 313–324.

```
x <- matrix(rnorm(30),10,3)
y <- matrix(rnorm(50),10,5)
forward.sel.par(y,x, alpha = 0.5)
```

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