multivariate_selection: Variable selection for a multivariate logistic regression...

Description Usage Arguments

View source: R/multivariate_selection.R

Description

Variable selection for a multivariate logistic regression model

Usage

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multivariate_selection(
  DF,
  y,
  explicatives,
  keep,
  principal_factor = FALSE,
  method = "backward",
  criteria = "deviance",
  check_interactions = FALSE,
  alpha = 0.05,
  verbose = TRUE,
  delta = 7
)

Arguments

DF

dataframe

y

character : variable to explain by 'explicatives'

explicatives

vector of character : variables to be selected in the multivariate model

keep

character or vector (optional) : variables that will be kept in the model no matter of its statistical importance Every variable known in the litterature to have interaction with y or other 'keep' variable should be listed in 'keep'.

principal_factor

(optional) : principal criteria to explain y. It will be th first variable to be selected and won't be removed from selection.

method

character : can be backward, forward. You can pass other arguments such as augmented or stepwise as follow "backward stepwise augmented".

criteria

character : the criteria that will be used to select models. Can be deviance, AIC and BIC.

check_interactions

logical : wether interaction between the principal_factor and the other variables should be checked.

alpha

num : the threesold that should be used to consider a test as significant

verbose

logical : whether the details of the calculs should be displayed on the console

delta

num : threeshold of difference in BIC or AIC to consider a model as more informative


TanguyPerennec/Autostats documentation built on Dec. 13, 2020, 10:43 a.m.