% File src/library/stats/man/add1.Rd % Part of the R package, https://www.R-project.org % Copyright 1995-2013 R Core Team % Distributed under GPL 2 or later \name{add1} \alias{add1} \alias{add1.default} \alias{add1.lm} \alias{add1.glm} \alias{drop1} \alias{drop1.default} \alias{drop1.lm} \alias{drop1.glm} \title{Add or Drop All Possible Single Terms to a Model} \usage{ add1(object, scope, \dots) \method{add1}{default}(object, scope, scale = 0, test = c("none", "Chisq"), k = 2, trace = FALSE, \dots) \method{add1}{lm}(object, scope, scale = 0, test = c("none", "Chisq", "F"), x = NULL, k = 2, \dots) \method{add1}{glm}(object, scope, scale = 0, test = c("none", "Rao", "LRT", "Chisq", "F"), x = NULL, k = 2, \dots) drop1(object, scope, \dots) \method{drop1}{default}(object, scope, scale = 0, test = c("none", "Chisq"), k = 2, trace = FALSE, \dots) \method{drop1}{lm}(object, scope, scale = 0, all.cols = TRUE, test = c("none", "Chisq", "F"), k = 2, \dots) \method{drop1}{glm}(object, scope, scale = 0, test = c("none", "Rao", "LRT", "Chisq", "F"), k = 2, \dots) } \arguments{ \item{object}{a fitted model object.} \item{scope}{a formula giving the terms to be considered for adding or dropping.} \item{scale}{an estimate of the residual mean square to be used in computing \eqn{C_p}{Cp}. Ignored if \code{0} or \code{NULL}.} \item{test}{should the results include a test statistic relative to the original model? The F test is only appropriate for \code{\link{lm}} and \code{\link{aov}} models or perhaps for \code{\link{glm}} fits with estimated dispersion. The \eqn{\chi^2}{Chisq} test can be an exact test (\code{lm} models with known scale) or a likelihood-ratio test or a test of the reduction in scaled deviance depending on the method. For \code{\link{glm}} fits, you can also choose \code{"LRT"} and \code{"Rao"} for likelihood ratio tests and \I{Rao}'s efficient score test. The former is synonymous with \code{"Chisq"} (although both have an asymptotic chi-square distribution). Values can be abbreviated. } \item{k}{the penalty constant in AIC / \eqn{C_p}{Cp}.} \item{trace}{if \code{TRUE}, print out progress reports.} \item{x}{a model matrix containing columns for the fitted model and all terms in the upper scope. Useful if \code{add1} is to be called repeatedly. \bold{Warning:} no checks are done on its validity.} \item{all.cols}{(Provided for compatibility with S.) Logical to specify whether all columns of the design matrix should be used. If \code{FALSE} then non-estimable columns are dropped, but the result is not usually statistically meaningful.} \item{\dots}{further arguments passed to or from other methods.} } \description{ Compute all the single terms in the \code{scope} argument that can be added to or dropped from the model, fit those models and compute a table of the changes in fit. } \details{ For \code{drop1} methods, a missing \code{scope} is taken to be all terms in the model. The hierarchy is respected when considering terms to be added or dropped: all main effects contained in a second-order interaction must remain, and so on. In a \code{scope} formula \code{.} means \sQuote{what is already there}. The methods for \code{\link{lm}} and \code{\link{glm}} are more efficient in that they do not recompute the model matrix and call the \code{fit} methods directly. The default output table gives AIC, defined as minus twice log likelihood plus \eqn{2p} where \eqn{p} is the rank of the model (the number of effective parameters). This is only defined up to an additive constant (like log-likelihoods). For linear Gaussian models with fixed scale, the constant is chosen to give Mallows' \eqn{C_p}{Cp}, \eqn{RSS/scale + 2p - n}. Where \eqn{C_p}{Cp} is used, the column is labelled as \code{Cp} rather than \code{AIC}. The F tests for the \code{"glm"} methods are based on analysis of deviance tests, so if the dispersion is estimated it is based on the residual deviance, unlike the F tests of \code{\link{anova.glm}}. } \value{ An object of class \code{"anova"} summarizing the differences in fit between the models. } \author{ The design was inspired by the S functions of the same names described in Chambers (1992). } \references{ Chambers, J. M. (1992) \emph{Linear models.} Chapter 4 of \emph{Statistical Models in S} eds J. M. Chambers and T. J. Hastie, Wadsworth & Brooks/Cole. } \note{ These are not fully equivalent to the functions in S. There is no \code{keep} argument, and the methods used are not quite so computationally efficient. Their authors' definitions of Mallows' \eqn{C_p}{Cp} and Akaike's AIC are used, not those of the authors of the models chapter of S. } \section{Warning}{ The model fitting must apply the models to the same dataset. Most methods will attempt to use a subset of the data with no missing values for any of the variables if \code{na.action = na.omit}, but this may give biased results. Only use these functions with data containing missing values with great care. The default methods make calls to the function \code{\link{nobs}} to check that the number of observations involved in the fitting process remained unchanged. } \seealso{ \code{\link{step}}, \code{\link{aov}}, \code{\link{lm}}, \code{\link{extractAIC}}, \code{\link{anova}} } \examples{ \dontshow{od <- options(digits = 5)} require(graphics); require(utils) ## following example(swiss) lm1 <- lm(Fertility ~ ., data = swiss) add1(lm1, ~ I(Education^2) + .^2) drop1(lm1, test = "F") # So called 'type II' anova ## following example(glm) \dontshow{example(glm, echo = FALSE)} drop1(glm.D93, test = "Chisq") drop1(glm.D93, test = "F") add1(glm.D93, scope = ~outcome*treatment, test = "Rao") ## Pearson Chi-square \dontshow{options(od)} } \keyword{models}