Description Usage Arguments Details Value Author(s) References Examples
This function performs Stepwise, Forward and Backward model selection.
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formula |
a symbolic description of the model to be fit. The details of model specification are given below. |
data |
an optional data frame containing the variables
in the model. By default the variables are taken from
the environment which |
model, x, y |
logicals. If |
type |
|
f.in |
the in value |
f.out |
the out value |
contransts |
an optional list. See the |
verbose |
if |
Models for mle.stepwise
are specified symbolically. A typical model has the form response ~ terms
where response
is the (numeric) response vector and terms
is a series of terms which specifies a linear predictor for response
. A terms specification of the form first+second
indicates all the terms in first
together with all the terms in second
with duplicates removed. A specification of the form first:second
indicates the the set of terms obtained by taking the interactions of all terms in first
with all terms in second
. The specification first*second
indicates the cross of first
and second
. This is the same as first+second+first:second
.
mle.stepwise
returns an object of class
"mle.stepwise"
.
The function summary
is used to obtain and print a summary of the results.
The object returned by mle.stepwise
are:
step |
the selected models |
type |
the type o model selection procedure was used. |
f.in |
the value of f.in used. |
f.out |
the value of f.out used. |
call |
the match.call(). |
contrasts |
|
xlevels |
|
terms |
the model frame. |
model |
if |
x |
if |
y |
if |
info |
not well working yet, if 0 no error occurred. |
Claudio Agostinelli
Beale, E.M.L., Kendall, M.G., Mann, D.W., (1967) The discarding of variables in multivariate analysis, Biometrika, 54, 357-366.
Efroymson, (1960) Multiple regression analysis, in Mathematical Methods for Digital Computers, eds. A. Ralston and H.S. Wilf, 191-203, Wiley, New York.
Garside, M.J., (1965) The best sub-set in multiple regression analysis, Applied Statistics, 14, 196-200.
Goldberger, A.S, and Jochems, D.B., (1961) Note on stepwise least squares, Journal of the American Statistical Association, 56, 105-110.
Goldberger, A.S., (1961) Stepwise least squares: Residual analysis and specification error, Journal of the American Statistical Association, 56, 998-1000.
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