fpval: Calculates the regression coefficients, the P-values and the...

In gausscov: The Gaussian Covariate Method for Variable Selection

Calculates the regression coefficients, the P-values and the standard P-values for the chosen subset ind

Description

Calculates the regression coefficients, the P-values and the standard P-values for the chosen subset ind.

Usage

fpval(y,x,ind,inr=T,xinr=F,qq=-1)

Arguments

y	The dependent variable
x	The covariates
ind	The indices of the subset of the covariates whose P-values are required
inr	Logical If TRUE intercept to be included
xinr	If TRUE intercept already included
qq	The total number of covariates from which ind was chosen. If qq=-1 the number of covariates of x minus length ind plus 1 is taken.

Value

apv In order the subset ind, the regression coefficients, the Gaussian P-values, the standard P-values and the proportion of sum of squares explained.

res The residuals

Examples

data(boston)
a<-fpval(boston[,14],boston[,1:13],c(1,2,4:6,8:13))

gausscov documentation built on April 4, 2025, 5:23 a.m.