stepwise: Stepwise model selection in (graphical) interaction models

In hojsgaard/gRim: Graphical Interaction Models

Stepwise model selection in (graphical) interaction models

Description

Stepwise model selection in (graphical) interaction models

Usage

drop_func(criterion)

## S3 method for class 'iModel'
stepwise(
  object,
  criterion = "aic",
  alpha = NULL,
  type = "decomposable",
  search = "all",
  steps = 1000,
  k = 2,
  direction = "backward",
  fixin = NULL,
  fixout = NULL,
  details = 0,
  trace = 2,
  ...
)

backward(
  object,
  criterion = "aic",
  alpha = NULL,
  type = "decomposable",
  search = "all",
  steps = 1000,
  k = 2,
  fixin = NULL,
  details = 1,
  trace = 2,
  ...
)

forward(
  object,
  criterion = "aic",
  alpha = NULL,
  type = "decomposable",
  search = "all",
  steps = 1000,
  k = 2,
  fixout = NULL,
  details = 1,
  trace = 2,
  ...
)

Arguments

criterion	Either "aic" or "test" (for significance test)
object	An iModel model object
alpha	Critical value for deeming an edge to be significant/ insignificant. When criterion="aic", alpha defaults to 0; when criterion="test", alpha defaults to 0.05.
type	Type of models to search. Either "decomposable" or "unrestricted". If type="decomposable" and the initial model is decompsable, then the search is among decomposable models only.
search	Either 'all' (greedy) or 'headlong' (search edges randomly; stop when an improvement has been found).
steps	Maximum number of steps.
k	Penalty term when criterion="aic". Only k=2 gives genuine AIC.
direction	Direction for model search. Either "backward" or "forward".
fixin	Matrix (p x 2) of edges. If those edges are in the model, they are not considered for removal.
fixout	Matrix (p x 2) of edges. If those edges are not in the model, they are not considered for addition.
details	Controls the level of printing on the screen.
trace	For debugging only
...	Further arguments to be passed on to testdelete (for testInEdges) and testadd (for testOutEdges).

Author(s)

Søren Højsgaard, [e-mail]

See Also

cmod, dmod, mmod, testInEdges, testOutEdges

Examples

data(reinis)
## The saturated model
m1 <- dmod(~.^., data=reinis)
m2 <- stepwise(m1)
m2

hojsgaard/gRim documentation built on May 1, 2024, 2:13 p.m.