Build regression model from a set of candidate predictor variables by entering and removing predictors based on p values, in a stepwise manner until there is no variable left to enter or remove any more.
Usage
ols_step_both_p(model, ...)
# S3 method for default
ols_step_both_p(
model,
p_enter = 0.1,
p_remove = 0.3,
include = NULL,
exclude = NULL,
progress = FALSE,
details = FALSE,
...
)
# S3 method for ols_step_both_p
plot(x, model = NA, print_plot = TRUE, details = TRUE, ...)
Arguments
- model
An object of class
lm
; the model should include all candidate predictor variables.- ...
Other arguments.
- p_enter
p value; variables with p value less than
p_enter
will enter into the model.- p_remove
p value; variables with p more than
p_remove
will be removed from the model.- include
Character or numeric vector; variables to be included in selection process.
- exclude
Character or numeric vector; variables to be excluded from selection process.
- progress
Logical; if
TRUE
, will display variable selection progress.- details
Logical; if
TRUE
, will print the regression result at each step.- x
An object of class
ols_step_both_p
.- print_plot
logical; if
TRUE
, prints the plot else returns a plot object.
Value
ols_step_both_p
returns an object of class "ols_step_both_p"
.
An object of class "ols_step_both_p"
is a list containing the
following components:
- model
final model; an object of class
lm
- metrics
selection metrics
- beta_pval
beta and p values of models in each selection step
References
Chatterjee, Samprit and Hadi, Ali. Regression Analysis by Example. 5th ed. N.p.: John Wiley & Sons, 2012. Print.
Examples
if (FALSE) {
# stepwise regression
model <- lm(y ~ ., data = surgical)
ols_step_both_p(model)
# stepwise regression plot
model <- lm(y ~ ., data = surgical)
k <- ols_step_both_p(model)
plot(k)
# selection metrics
k$metrics
# final model
k$model
# include or exclude variables
model <- lm(y ~ ., data = stepdata)
# force variable to be included in selection process
ols_step_both_p(model, include = c("x6"))
# use index of variable instead of name
ols_step_both_p(model, include = c(6))
# force variable to be excluded from selection process
ols_step_both_p(model, exclude = c("x1"))
# use index of variable instead of name
ols_step_both_p(model, exclude = c(1))
}