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extern1
2012 Mar 03
1
Problem running stepAIC within a function.
...- rep(0,5120)
#set weighting
if (weight==1){w <- s1$weight/sum(s1$weight)}
else {w <- rep(1/nrow(s1),nrow(s1))}
#do regression
if (opt==1){
fit <-
lm(stepAIC(lm(new~-1+SIC,s1,weights=w),scope=list(upper=~1+SIC+turn+exturn+new+exnew+hand+excise+merch+exmerch+tob+rub+water+turn1+exturn1+new1+exnew1+hand1+excise1+
merch1+exmerch1+tob1+rub1+water1+turn2+exturn2+new2+exnew2+hand2+excise2+merch2+exmerch2+tob2+rub2+water2,lower=~-1+SIC),
direction="both"))
sigdata <-
cbind(new=s1$new,SIC=s1$SIC,s1[,coeffs[which(summary(fit)$coeff[-c(1:128),4]
<= 0.05)]])
f...