Description Usage Arguments Details Value Author(s) Examples
Terms are dropped iteratively from a regression model until the reduction of improvement in fit (judged by the P-value for a partial t-test or score test) is signicant at a specified threshold. The method implemented here makes use of a pre-built sufficient summary statistic matrix, which contains the (weighted) second moments between all the variables that are being assessed for inclusion in the regression model. The calculations are exact for a normal linear model and correspond to a score test for a generalised linear model.
1 2 | stepdown.moments2(xtwx, leftvar, biggest, smallest,
p.thresh = 0.05, n = NULL, vscale = NULL)
|
xtwx |
a matrix of (weighted) second moments, typically built using
|
leftvar |
name of the response variable (the left hand side of the formula). |
biggest |
name(s) of the explanatory variables in the biggest model to fit, i.e.\ variables to consider for inclusion. |
smallest |
name(s) of the explanatory variables in the smallest model to fit, i.e.\ variables that must be included. |
p.thresh |
P-value threshold for proceeding to add a term to the model. |
n |
sample size, only needed for the normal linear model if there is not a single intercept
“ |
vscale |
parameter, set to |
This performs stepwise downward model selection. Significance of terms
considered for inclusion is determined using identical calculations to
lm.moments2
and est.moments2
.
When the vscale
argument is NULL
this function assumes
that the xtwx
argument was calculated with unit weights and
therefore that a linear model fit is required with error variance
estimated from the data.
When the vscale
argument is set equal to 1 this function assumes
that the xtwx
argument was calculated with weights calculated
such that a correct likelihood function can be recovered and therefore
that a generalised linear model fit is required.
Values other than NULL
or 1 for the vscale
parameter may not be
what you think. Do not use other values unless you are absolutely sure that you understand
what are doing. See the manuscript for details.
The fitted model, as returned by calling
lm.moments2
or est.moments2
.
This is a list with slots for the effect size estimates, standard errors, and
a precision matrix.
Toby Johnson Toby.x.Johnson@gsk.com
1 2 3 4 5 6 | data(mthfrex)
xtx <- make.moments2(mthfr.params, c("SBP", "DBP", "SexC", "Age"), mthfrex)
allsnps <- paste(mthfr.params$snp, mthfr.params$coded.allele, sep = "_")
myfit <- stepdown.moments2(xtx, "SBP", allsnps, c("ONE", "SexC", "Age"))
## much faster than stepAIC but only steps to bigger models
cbind(beta = myfit$betahat, se = myfit$se, t = myfit$beta/myfit$se)
|
Loading required package: survival
Dropping rs17421462_G P-value = 0.993
Dropping rs12121543_C P-value = 0.943
Dropping rs9651118_T P-value = 0.882
Dropping rs5065_G P-value = 0.874
Dropping rs1009591_T P-value = 0.869
Dropping rs4846049_T P-value = 0.861
Dropping rs6668659_T P-value = 0.884
Dropping rs198388_T P-value = 0.823
Dropping rs13306558_T P-value = 0.816
Dropping rs198375_T P-value = 0.721
Dropping rs1801131_T P-value = 0.705
Dropping rs7535669_G P-value = 0.701
Dropping rs2066463_T P-value = 0.645
Dropping rs17376426_T P-value = 0.634
Dropping rs2066466_T P-value = 0.59
Dropping rs1931226_C P-value = 0.587
Dropping rs3753583_G P-value = 0.538
Dropping rs12562819_G P-value = 0.538
Dropping rs6541007_G P-value = 0.561
Dropping rs17037425_G P-value = 0.492
Dropping rs2274976_T P-value = 0.46
Dropping rs1413355_T P-value = 0.451
Dropping rs2066470_G P-value = 0.447
Dropping rs5064_G P-value = 0.374
Dropping rs1801133_G P-value = 0.359
Dropping rs34840945_G P-value = 0.325
Dropping rs868014_G P-value = 0.318
Dropping rs6694164_T P-value = 0.321
Dropping rs4846051_G P-value = 0.28
Dropping rs5227_C P-value = 0.274
Dropping rs5229_T P-value = 0.272
Dropping rs198358_T P-value = 0.262
Dropping rs2066465_T P-value = 0.249
Dropping rs17037397_C P-value = 0.224
Dropping rs7525338_T P-value = 0.167
Dropping rs11802855_T P-value = 0.118
Dropping rs13306553_G P-value = 0.0944
Dropping rs5068_G P-value = 0.0863
Dropping rs198372_G P-value = 0.06
Dropping rs17375901_T P-value = 0.0606
Dropping rs7555034_T P-value = 0.0562
beta se t
ONE 110.1931342 37.895541 2.907813
SexC -5.1022999 1.072420 -4.757742
Age 0.3183264 0.111901 2.844713
rs1537514_G 16.8410119 4.525585 3.721289
rs3818762_G 14.9129432 2.010188 7.418681
rs13306556_T -19.5698794 4.627593 -4.228954
rs1476413_T -12.4331352 2.597824 -4.785981
rs1994798_G 3.9919299 1.187325 3.362120
rs17421511_G -18.8726973 3.014396 -6.260856
rs4846052_T 6.6284976 1.742221 3.804625
rs17037388_G -5.8092998 2.500043 -2.323680
rs11121832_T 6.1477959 1.991041 3.087729
rs17037390_G 13.6237356 2.405258 5.664147
rs17037396_T -11.7738169 3.607161 -3.264012
rs17367504_G -11.5052536 2.438761 -4.717663
rs13306561_G -5.8285741 2.720583 -2.142399
rs13306560_T -17.2103810 6.639754 -2.592021
rs3737964_T -15.8326222 1.763742 -8.976722
rs17350396_G 14.4289719 2.066664 6.981769
rs14078_G 9.4308889 3.849477 2.449914
rs5063_T 25.6984043 7.361210 3.491057
rs198381_G 5.4733139 2.777182 1.970816
rs1318408_G -22.7012244 3.265255 -6.952358
rs12562952_T 12.5508022 3.810200 3.294001
rs11801879_T 13.4001764 5.599225 2.393220
rs11803049_G 13.6914841 6.957667 1.967827
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