tryingNewRegressorByVal: Returns a list with the global efficiency indicator and model...

In david-salgado/categObsPredModelParam: Class and methods for the parameters of a categorical observation- prediction model

Description

tryingNewRegressorByVal computes all possible model fits for regformula, taking into account a new additional regressor among those existing in listRegressors. Also, tryingNewRegressorByVal compares all fits and chooses the best model, according to the global efficiency indicator. For the selected model, model fits for prior probabilities is returned.

Usage

tryingNewRegressorByVal(
  regformula,
  listRegressors,
  data,
  targetValue,
  id.vars,
  designWeight,
  parms,
  suffix
)

Arguments

regformula	an object of class formula (or one that can be coerced to that class): a symbolic description of the model to be fitted.
listRegressors	an object of class character containing the name of all regressors to possibly be considered in the model fit.
data	data frame, list or environment (or object coercible by as.data.table to a data.table) containing the variables in the model (see 'Details').
targetValue	value of the regressand (an object of class character).
id.vars	names of the identification variables for each unit in the input data set data.
designWeight	an object of class character containing the design weight.
parms	input parameters required for the process: "maxit" for model fits, "edEffInd" is a function used to define the global efficiency indicator, "priorBin" contains the number of units in which the data is divided to construct the mesh of points to calculate the efficiency indicator.
suffix	parameter for the name of the edited version of the variable under analysis.

Value

list containing three elements: The first one is a list with models fits for prior probabilities, description of the model to be fitted, value of the regressand and global efficiency indicator obtained for this specific value of the regressand. The second one contains a symbolic description of the best model chosen among all models tried. Last one element contains all models tried and the global efficiency indicator for each one.

david-salgado/categObsPredModelParam documentation built on Dec. 3, 2020, 1:42 p.m.