| Line 13... |
Line 13... |
| 13 |
\description{
|
13 |
\description{
|
| 14 |
Select a formula-based model by AIC.
|
14 |
Select a formula-based model by AIC.
|
| 15 |
}
|
15 |
}
|
| 16 |
\usage{
|
16 |
\usage{
|
| 17 |
step(object, scope, scale = 0,
|
17 |
step(object, scope, scale = 0,
|
| 18 |
direction = c("both", "backward", "forward"),
|
18 |
direction = c("both", "backward", "forward"),
|
| 19 |
trace = 1, keep = NULL, steps = 1000, k = 2, \dots)
|
19 |
trace = 1, keep = NULL, steps = 1000, k = 2, \dots)
|
| 20 |
}
|
20 |
}
|
| 21 |
\arguments{
|
21 |
\arguments{
|
| 22 |
\item{object}{
|
22 |
\item{object}{
|
| 23 |
an object representing a model of an appropriate class (mainly
|
23 |
an object representing a model of an appropriate class (mainly
|
| Line 36... |
Line 36... |
| 36 |
\code{\link{glm}} models. The default value, \code{0}, indicates
|
36 |
\code{\link{glm}} models. The default value, \code{0}, indicates
|
| 37 |
the scale should be estimated: see \code{\link{extractAIC}}.
|
37 |
the scale should be estimated: see \code{\link{extractAIC}}.
|
| 38 |
}
|
38 |
}
|
| 39 |
\item{direction}{
|
39 |
\item{direction}{
|
| 40 |
the mode of stepwise search, can be one of \code{"both"},
|
40 |
the mode of stepwise search, can be one of \code{"both"},
|
| 41 |
\code{"backward"}, or \code{"forward"}, with a default of \code{"both"}.
|
41 |
\code{"backward"}, or \code{"forward"}, with a default of \code{"both"}.
|
| 42 |
If the \code{scope} argument is missing the default for
|
42 |
If the \code{scope} argument is missing the default for
|
| 43 |
\code{direction} is \code{"backward"}.
|
43 |
\code{direction} is \code{"backward"}.
|
| 44 |
}
|
44 |
}
|
| 45 |
\item{trace}{
|
45 |
\item{trace}{
|
| 46 |
if positive, information is printed during the running of \code{step}.
|
46 |
if positive, information is printed during the running of \code{step}.
|
| 47 |
Larger values may give more detailed information.
|
47 |
Larger values may give more detailed information.
|
| 48 |
}
|
48 |
}
|
| 49 |
\item{keep}{
|
49 |
\item{keep}{
|
| 50 |
a filter function whose input is a fitted model object and the
|
50 |
a filter function whose input is a fitted model object and the
|
| 51 |
associated \code{AIC} statistic, and whose output is arbitrary.
|
51 |
associated \code{AIC} statistic, and whose output is arbitrary.
|
| 52 |
Typically \code{keep} will select a subset of the components of
|
52 |
Typically \code{keep} will select a subset of the components of
|
| 53 |
the object and return them. The default is not to keep anything.
|
53 |
the object and return them. The default is not to keep anything.
|
| 54 |
}
|
54 |
}
|
| 55 |
\item{steps}{
|
55 |
\item{steps}{
|
| 56 |
the maximum number of steps to be considered. The default is 1000
|
56 |
the maximum number of steps to be considered. The default is 1000
|
| 57 |
(essentially as many as required). It is typically used to stop the
|
57 |
(essentially as many as required). It is typically used to stop the
|
| Line 96... |
Line 96... |
| 96 |
Models specified by \code{scope} can be templates to update
|
96 |
Models specified by \code{scope} can be templates to update
|
| 97 |
\code{object} as used by \code{\link{update.formula}}. So using
|
97 |
\code{object} as used by \code{\link{update.formula}}. So using
|
| 98 |
\code{.} in a \code{scope} formula means \sQuote{what is
|
98 |
\code{.} in a \code{scope} formula means \sQuote{what is
|
| 99 |
already there}, with \code{.^2} indicating all interactions of
|
99 |
already there}, with \code{.^2} indicating all interactions of
|
| 100 |
existing terms.
|
100 |
existing terms.
|
| 101 |
|
101 |
|
| 102 |
There is a potential problem in using \code{\link{glm}} fits with a
|
102 |
There is a potential problem in using \code{\link{glm}} fits with a
|
| 103 |
variable \code{scale}, as in that case the deviance is not simply
|
103 |
variable \code{scale}, as in that case the deviance is not simply
|
| 104 |
related to the maximized log-likelihood. The \code{"glm"} method for
|
104 |
related to the maximized log-likelihood. The \code{"glm"} method for
|
| 105 |
function \code{\link{extractAIC}} makes the
|
105 |
function \code{\link{extractAIC}} makes the
|
| 106 |
appropriate adjustment for a \code{gaussian} family, but may need to be
|
106 |
appropriate adjustment for a \code{gaussian} family, but may need to be
|
| Line 147... |
Line 147... |
| 147 |
Pregibon (1992); but the implementation in \R is more general.
|
147 |
Pregibon (1992); but the implementation in \R is more general.
|
| 148 |
}
|
148 |
}
|
| 149 |
\examples{\donttest{
|
149 |
\examples{\donttest{
|
| 150 |
## following on from example(lm)
|
150 |
## following on from example(lm)
|
| 151 |
\dontshow{utils::example("lm", echo = FALSE)}
|
151 |
\dontshow{utils::example("lm", echo = FALSE)}
|
| 152 |
step(lm.D9)
|
152 |
step(lm.D9)
|
| 153 |
|
153 |
|
| 154 |
summary(lm1 <- lm(Fertility ~ ., data = swiss))
|
154 |
summary(lm1 <- lm(Fertility ~ ., data = swiss))
|
| 155 |
slm1 <- step(lm1)
|
155 |
slm1 <- step(lm1)
|
| 156 |
summary(slm1)
|
156 |
summary(slm1)
|
| 157 |
slm1$anova
|
157 |
slm1$anova
|
The R Project SVN
R