stepwise {Rcmdr} | R Documentation |
This function is a front end to the stepAIC
function in the
MASS package.
stepwise(mod, direction = c("backward/forward", "forward/backward", "backward", "forward"), criterion = c("BIC", "AIC"), ...)
mod |
a model object of a class that can be handled by stepAIC . |
direction |
if "backward/forward" (the default), selection starts with
the full model and eliminates predictors one at a time, at each step considering whether the
criterion will be improved by adding back in a variable removed at a previous step;
if "forward/backwards" , selection starts with a model including only a constant,
and adds predictors one at a time, at each step considering whether the criterion
will be improved by removing a previously added variable; "backwards" and
"forward" are similar without the reconsideration at each step. |
criterion |
for selection. Either "BIC" (the default) or "AIC" . Note that
stepAIC labels the criterion in the output as "AIC" regardless of which
criterion is employed. |
... |
arguments to be passed to stepAIC . |
The model selected by stepAIC
.
John Fox jfox@mcmaster.ca
W. N. Venables and B. D. Ripley Modern Applied Statistics Statistics with S, Fourth Edition Springer, 2002.
# adapted from ?stepAIC in MASS require(MASS) example(birthwt) birthwt.glm <- glm(low ~ ., family = binomial, data = bwt) stepwise(birthwt.glm, trace = FALSE) stepwise(birthwt.glm, direction="forward/backward")