f3st | R Documentation |

Stepwise selection of covariates

f3st(y,x,m,kexmx=100,p0=0.01,nu=1,kmn=0,kmx=0,mx=21,lm=1000,kex=0,sub=T,inr=T,xinr=F,qq=0)

`y` |
Dependent variable |

`x` |
Covariates |

`m` |
The number of iterations |

`kexmx` |
The maximum number of covariates in an approximation |

`p0` |
The P-value cut-off |

`nu` |
The order statistic of Gaussian covariates used for comparison |

`kmn` |
The minimum number of included covariates irrespective of cut-off P-value |

`kmx` |
The maximum number of included covariates irrespective of cut-off P-value. |

`mx` |
The maximum number covariates for an all subset search |

`lm` |
The maximum number of approximations. |

`kex` |
The excluded covariates |

`sub` |
Logical if TRUE best subset selected |

`inr` |
Logical if TRUE include intercept if not present |

`xinr` |
Logical if TRUE intercept already present |

`qq` |
The number of covariates to choose from. If qq=0 the number of covariates of x is used. |

covch The sum of squared residuals and the selected covariates ordered in increasing size of sum of squared residuals.

lai The number of rows of covch

data(leukemia) a<-f3st(leukemia[[1]],leukemia[[2]],m=2,kexmx=5,kmn=5,sub=TRUE)

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