plotSubset: Evaluate information criteria for regression model

plotSubsetR Documentation

Evaluate information criteria for regression model

Description

This function plots various information criteria and model fit statistics against the number of predictors or adjusted R-squared, depending on the type of plot selected. It helps in model selection by visualizing different aspects of model performance. Models, which did not pass the initial consistency check are depicted with an empty circle.

Usage

plotSubset(model, type = 0)

Arguments

model

The regression model from the bestModel function or a cnorm object.

type

Integer specifying the type of plot to generate:

  • 0: Adjusted R2 by number of predictors (default)

  • 1: Log-transformed Mallow's Cp by adjusted R2

  • 2: Bayesian Information Criterion (BIC) by adjusted R2

  • 3: Root Mean Square Error (RMSE) by number of predictors

  • 4: Residual Sum of Squares (RSS) by number of predictors

  • 5: F-test statistic for consecutive models by number of predictors

  • 6: p-value for model tests by number of predictors

Details

The function generates different plots to help in model selection:

- For types 1 and 2 (Mallow's Cp and BIC), look for the "elbow" in the curve where the information criterion begins to drop. This often indicates a good balance between model fit and complexity. - For type 0 (Adjusted R2), higher values indicate better fit, but be cautious of overfitting with values approaching 1. - For types 3 and 4 (RMSE and RSS), lower values indicate better fit. - For type 5 (F-test), higher values suggest significant improvement with added predictors. - For type 6 (p-values), values below the significance level (typically 0.05) suggest significant improvement with added predictors.

Value

A ggplot object representing the selected information criterion plot.

Note

It's important to balance statistical measures with practical considerations and to visually inspect the model fit using functions like plotPercentiles.

See Also

bestModel, plotPercentiles, printSubset

Other plot: compare(), plot.cnorm(), plot.cnormBetaBinomial(), plot.cnormBetaBinomial2(), plotDensity(), plotDerivative(), plotNorm(), plotNormCurves(), plotPercentileSeries(), plotPercentiles(), plotRaw()

Examples

# Compute model with example data and plot information function
cnorm.model <- cnorm(raw = elfe$raw, group = elfe$group)
plotSubset(cnorm.model)

# Plot BIC against adjusted R-squared
plotSubset(cnorm.model, type = 2)

# Plot RMSE against number of predictors
plotSubset(cnorm.model, type = 3)


cNORM documentation built on Nov. 4, 2024, 5:07 p.m.