greedy.wilks: Stepwise forward variable selection for classification

In klaR: Classification and Visualization

Stepwise forward variable selection for classification

Description

Performs a stepwise forward variable/model selection using the Wilk's Lambda criterion.

Usage

greedy.wilks(X, ...)
## Default S3 method:
greedy.wilks(X, grouping, niveau = 0.2, ...)
## S3 method for class 'formula'
greedy.wilks(formula, data = NULL, ...) 

Arguments

X	matrix or data frame (rows=cases, columns=variables)
grouping	class indicator vector
formula	formula of the form ‘groups ~ x1 + x2 + ...’
data	data frame (or matrix) containing the explanatory variables
niveau	level for the approximate F-test decision
...	further arguments to be passed to the default method, e.g. niveau

Details

A stepwise forward variable selection is performed. The initial model is defined by starting with the variable which separates the groups most. The model is then extended by including further variables depending on the Wilk's lambda criterion: Select the one which minimizes the Wilk's lambda of the model including the variable if its p-value still shows statistical significance.

Value

A list of two components, a formula of the form ‘response ~ list + of + selected + variables’, and a data.frame results containing the following variables:

vars	the names of the variables in the final model in the order of selection.
Wilks.lambda	the appropriate Wilks' lambda for the selected variables.
F.statistics.overall	the approximated F-statistic for the so far selected model.
p.value.overall	the appropriate p-value of the F-statistic.
F.statistics.diff	the approximated F-statistic of the partial Wilks's lambda (for comparing the model including the new variable with the model not including it).
p.value.diff	the appropriate p-value of the F-statistic of the partial Wilk's lambda.

Author(s)

Andrea Preusser, Karsten Luebke ([e-mail])

References

Mardia, K. V. , Kent, J. T. and Bibby, J. M. (1979), Multivariate analysis, Academic Press (New York; London)

See Also

stepclass, manova

Examples

data(B3)
gw_obj <- greedy.wilks(PHASEN ~ ., data = B3, niveau = 0.1)
gw_obj
## now you can say stuff like
## lda(gw_obj$formula, data = B3)

klaR documentation built on May 29, 2024, 5:20 a.m.