forward.sel: Forward selection with multivariate Y using a parametric...

In packfor: Forward Selection with permutation (Canoco p.46)

Description

Performs a forward selection by permutation of residuals under reduced model. Y can be multivariate.

Usage

forward.sel(Y, X, K = nrow(X) - 1, R2thresh = 0.99, adjR2thresh = 0.99,nperm = 999, 
    R2more = 0.001, alpha = 0.05, Xscale = TRUE, Ycenter = TRUE, Yscale
= FALSE)
forward.sel.par(Y, X, alpha = 0.05, K = nrow(X)-1, R2thresh = 0.99, R2more = 0.001, adjR2thresh = 0.99, Yscale = FALSE, verbose=TRUE)

Arguments

Y	A matrix of n lines and m columns that contains (numeric) response variables.
X	A matrix of n lines and p columns that contains (numeric) explanatory variables.
K	This number is the number of variables to be selected in the forward selection. The default setting is one minus the number of row.(See details for more information)
R2thresh	The number given here is a R2 parameter. If the forward selection has a selection of variable which represent the number presented in the parameter or higher, after the introduction of a variable, the forward selection will stop. The setting of this parameter varies from 0.01 to 1. (See details for more information)
adjR2thresh	The number given here is a adjusted R2 parameter. If the forward selection has a selection of variable which represent the number presented in the parameter or higher, after the introduction of a variable, the forward selection will stop. The setting of this parameter varies from 0.01 to 1. (See details for more information)
nperm	The number of permutation to be done on the forward selection. the default setting is 999 permutation.
R2more	The number given here is a R2 parameter. If the forward selection gets to a point where the R2 given by a variable is lower than R2more it will stops. The default setting is 0.001. (See details for more information)
alpha	The number given here is a significance level. If the p-value of a variable is higher than alpha, the procedure stops. The default setting is 0.05. (See details for more information)
Xscale	This parameter scales the data entered as parameter X. The default setting is TRUE
Ycenter	This parameter centers the data entered as parameter Y. The default setting is TRUE
Yscale	This parameter scales the data entered as parameter Y. The default setting is FALSE
verbose	If 'TRUE' more diagnostics are printed. The default setting is TRUE

Details

The forward selection will stop when either K, R2tresh, adjR2tresh, alpha and R2more has its parameter reached. The parametric test for the increase in R-square statistic in forward selection, as implemented in the function forward.sel.par, can be applied as follows.

(a) If Y is univariate, this function implements the standard parametric F-test used in forward selection (FS) in multiple regression.

(b) If Y is multivariate, this function implements FS using the modified F-test described by Miller and Farr (1971). This test requires that

– the Y variables be standardized,

– the error in the response variables be normally distributed. This condition must be verified by the user.

Value

A dataframe with:

variables	The names of the variables
order	The order of the selection of the variables
R2	The R2 of the variable selected
R2Cum	The cumulative R2 of the variables selected
AdjR2Cum	The cumulative adjusted R2 of the variables selected
F	The F statistic
pval	The P-value statistic

Note

Not yet implemented for CCA (weighted regression) and with covariables.

Author(s)

Stephane Dray. For the parametric method, original code of Pierre Legendre and Guillaume Blanchet.

References

Canoco manual p.49
Miller, J. K., and S. D. Farr. (1971). Bimultivariate redundancy: a comprehensive measure of interbattery relationship. Multivariate Behavioral Research, 6, 313–324.

Examples

    x=matrix(rnorm(30),10,3)
    y=matrix(rnorm(50),10,5)
    
    forward.sel(y,x,nperm=99, alpha = 0.5)
  

packfor documentation built on May 2, 2019, 6:08 p.m.