stepByStep: Compare model predictions along a stepwise variable selection...

In fuzzySim: Fuzzy Similarity in Species Distributions

Compare model predictions along a stepwise variable selection process

Description

This function builds (or takes) a generalized linear model with stepwise inclusion of variables, using either AIC, BIC or p.value as the selection criterion; and it returns the values predicted at each step (i.e., as each variable is added or dropped), as well as their correlation with the final model predictions.

Usage

stepByStep(data, sp.col, var.cols, family = binomial(link = "logit"),
Favourability = FALSE, trace = 0, direction = "both", select = "AIC",
k = 2, test.in = "Rao", test.out = "LRT", p.in = 0.05, p.out = 0.1,
cor.method = "pearson")

Arguments

data	a data frame (or another object that can be coerced with "as.data.frame", e.g. a matrix, a tibble, a SpatVector) containing the response and predictor variables to model. Alternatively, a model object of class 'glm', from which the names, values and order of the variables will be taken – arguments 'sp.col', 'var.cols', 'family', 'trace', 'direction', 'select', 'k', 'test.in', 'test.out', 'p.in' and 'p.out' will then be ignored.
sp.col	(if 'data' is not a model object) the name or index number of the column of 'data' that contains the response variable.
var.cols	(if 'data' is not a model object) the names or index numbers of the columns of 'data' that contain the predictor variables.
family	(if 'data' is not a model object) argument to pass to glm indicating the family (and error distribution) to use in modelling. The default is binomial distribution with logit link (for binary response variables).
Favourability	logical, whether to apply the Favourability function to remove the effect of prevalence from predicted probability (Real et al. 2006). Applicable only to binomial GLMs. Defaults to FALSE.
trace	(if 'data' is not a model object) argument to pass to step (if select="AIC" or "BIC") or to stepwise (if select="p.value"). If positive, information is printed during the stepwise procedure. Larger values may give more detailed information. The default is 0 (silent).
direction	(if 'data' is not a model object) argument to pass to step (if select="AIC" or "BIC") or to stepwise (if select="p.value"). Can be "forward" or "both". The default is the latter, to match related functions like step, stepwise and multGLM. (Note that older versions of this function had "forward" as the default.)
select	(if 'data' is not a model object) character string specifying the criterion for stepwise selection of variables if step=TRUE. Options are the default "AIC" (Akaike's Information Criterion; Akaike, 1973); BIC (Bayesian Information Criterion, also known as Schwarz criterion, SBC or SBIC; Schwarz, 1978); or "p.value" (Murtaugh, 2014). The first two options imply using step as the variable selection function, while the last option calls the stepwise function.
k	(if 'data' is not a model object and select="AIC") argument passed to the step function indicating the multiple of the number of degrees of freedom used for the penalty. The default is 2, which yields the original AIC. You can use larger values for a more stringent selection– e.g., for a critical p-value of 0.05, use k = qchisq(0.05, 1, lower.tail = F). If select="BIC", k is accordingly changed to log(n), being 'n' the number of complete rows of the response + variables dataframe (after removing missing values).
test.in	(if 'data' is not a model object and select="p.value") argument passed to add1 specifying the statistical test whose 'p.in' a variable must pass to enter the model. Can be "Rao" (the default), "LRT", "Chisq" or "F".
test.out	(if 'data' is not a model object and select="p.value") argument passed to drop1 specifying the statistical test whose 'p.out' a variable must exceed to be expelled from the model (if it does not simultaneously pass the 'test.in' when direction="both"). Can be "LRT" (the default), "Rao", "Chisq" or "F".
p.in	(if 'data' is not a model object and select="p.value") threshold p-value for a variable to enter the model. Defaults to 0.05.
p.out	(if 'data' is not a model object and select="p.value") threshold p-value for a variable to leave the model. Defaults to 0.1.
cor.method	character string to pass to cor indicating which coefficient to use for correlating predictions at each step with those of the final model. Can be "pearson" (the default), "kendall", or "spearman".

Details

Stepwise variable selection often includes more variables than would a model selected after examining all possible combinations of the variables (e.g. with package MuMIn or glmulti). The 'stepByStep' function can be useful to assess if a stepwise model with just the first few variables could already provide predictions very close to the final ones (see e.g. Fig. 3 in Munoz et al., 2005). It can also be useful to see which variables determine the more general trends in the model predictions, and which variables just provide additional (local) nuances.

Value

This function returns a list of the following components:

predictions	a data frame with the model's fitted values at each step of the variable selection.
correlations	a numeric vector of the correlation between the predictions at each step and those of the final model.
variables	a character vector of the variables in the final model, named with the step at which each was included.
model	the resulting model object.

Author(s)

A. Marcia Barbosa, with contribution by Alba Estrada

References

Akaike, H. (1973) Information theory and an extension of the maximum likelihood principle. In: Petrov B.N. & Csaki F., 2nd International Symposium on Information Theory, Tsahkadsor, Armenia, USSR, September 2-8, 1971, Budapest: Akademiai Kiado, p. 267-281.

Munoz, A.R., Real R., Barbosa A.M. & Vargas J.M. (2005) Modelling the distribution of Bonelli's Eagle in Spain: Implications for conservation planning. Diversity and Distributions 11: 477-486

Murtaugh P.A. (2014) In defense of P values. Ecology, 95:611-617

Real R., Barbosa A.M. & Vargas J.M. (2006) Obtaining environmental favourability functions from logistic regression. Environmental and Ecological Statistics 13: 237-245.

Schwarz, G.E. (1978) Estimating the dimension of a model. Annals of Statistics, 6 (2): 461-464.

See Also

step, glm, modelTrim

Examples

data(rotif.env)

stepByStep(data = rotif.env, sp.col = 21, var.cols = 5:17)

stepByStep(data = rotif.env, sp.col = 21, var.cols = 5:17, select = "p.value")


# with a model object:

form <- reformulate(names(rotif.env)[5:17], names(rotif.env)[21])
mod <- step(glm(form, data = rotif.env))

stepByStep(data = mod)

fuzzySim documentation built on March 19, 2024, 3:09 a.m.