stepwise {chemometrics}R Documentation

Stepwise regression

Description

Stepwise regression, starting from the empty model, with scope to the full model

Usage

stepwise(formula, data, k, startM, maxTime = 1800, direction = "both", writeFile = FALSE,
   resname = "stepres00", maxsteps = 500, ...)

Arguments

formula formula, like y~X, i.e., dependent~response variables
data data frame to be analyzed
k sensible values are log(nrow(x)) for BIC or 2 for AIC; if not provided -> BIC
startM optional, the starting model
maxTime maximal time to be used for algorithm
direction either "forward" or "backward" or "both"
writeFile if TRUE results are stored in the file "resname"
resname filename where results are stored, only if writeFile is TRUE
maxsteps maximum number of steps
... additional plot arguments

Details

This function is similar to the function step for stepwise regression. It is especially designed for cases where the number of regressor variables is much higher than the number of objects. The formula for the full model (scope) is automatically generated.

Value

usedTime time that has been used for algorithm
bic BIC values for different models
models matrix with no. of models rows and no. of variables columns, and 0/1 entried defining the models

Author(s)

Leonhard Seyfang and (marginally) Peter Filzmoser <P.Filzmoser@tuwien.ac.at>

References

K. Varmuza and P. Filzmoser: Introduction to Multivariate Statistical Analysis in Chemometrics. CRC Press. To appear.

See Also

step

Examples

data(yarn)
res=stepwise(density~NIR,data=yarn,maxsteps=2) # increase maxsteps to get a good solution

[Package chemometrics version 0.4 Index]