Description Usage Arguments Value Author(s) References See Also Examples
Computes the covariance inflation criterion (CIC) of Tibshirani and Knight (1999) for submodels of a full linear model.
1 |
y |
outcome vector |
X |
model matrix. This should not include an intercept column; such a column is added by the function. |
nperms |
number of permuted data sets to generate. |
covests |
sum of the null-hypothesis covariances between the outcomes and the fitted values for the best linear model of each size. If |
nullcic |
CIC for the intercept-only model. |
A list with components
leaps |
all-subsets regression object (for the unpermuted data) returned by function |
covests |
sum of the (estimated) null-hypothesis covariances between the outcomes and the fitted values for the best linear model of each size. |
enp |
effective number of parameters for models of each size, as defined by Tibshirani and Knight (1999). |
cic |
CIC for each of the models given in the |
nullcic |
CIC for the intercept-only model. |
best |
vector of logicals indicating which predictors are included in the minimum-CIC model. |
Philip Reiss phil.reiss@nyumc.org and Lei Huang huangracer@gmail.com
Tibshirani, R., and Knight, K. (1999). The covariance inflation criterion for adaptive model selection. Journal of the Royal Statistical Society, Series B, 61, 529–546.
leaps
(in the package of the same name)
1 2 3 |
Loading required package: leaps
Loading required package: mgcv
Loading required package: nlme
This is mgcv 1.8-33. For overview type 'help("mgcv-package")'.
Permutation 20
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Permutation 480
Warning messages:
1: In 2 * sigma2.hat * covests.rep :
Recycling array of length 1 in array-vector arithmetic is deprecated.
Use c() or as.vector() instead.
2: In cic1 + cic2 + cic3 :
Recycling array of length 1 in vector-array arithmetic is deprecated.
Use c() or as.vector() instead.
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Infant.Mortality
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