R help - Jul 2011 - Sum weights of independent variables across models (AIC)

Hello,
I'd like to sum the weights of each independent variable across linear
models that have been evaluated using AIC.

For example:
> library(MuMIn)
> data(Cement)
> lm1  <-  lm(y  ~  .,  data  =  Cement)
> dd  <-  dredge(lm1,  beta  = TRUE,  eval  =  TRUE,  rank  = 
"AICc")
> get.models(dd, subset = delta <4)
There are 5 models with a Delta AIC Score of less than 4.  I would
like to sum the weights for each of the independent variables across
the five models.

How can I do that?

Thanks,
Mike

?model.avg

Look at "relative importance".

> Message: 102
> Date: Wed, 13 Jul 2011 18:01:14 -0500
> From: Michael Just <mgjust at gmail.com>
> To: r-help <r-help at r-project.org>
> Subject: [R] Sum weights of independent variables across models (AIC)
> Message-ID:
> 	<CAHdFeLNoQBAHYL=CJ3dB=jbCuLDPyCGk03dNcyPF2obvkcAD+Q at
mail.gmail.com>
> Content-Type: text/plain; charset=ISO-8859-1
> 
> Hello,
> I'd like to sum the weights of each independent variable across linear
> models that have been evaluated using AIC.
> 
> For example:
> 
>> > library(MuMIn)
>> > data(Cement)
>> > lm1  <-  lm(y  ~  .,  data  =  Cement)
>> > dd  <-  dredge(lm1,  beta  = TRUE,  eval  =  TRUE,  rank  = 
"AICc")
>> > get.models(dd, subset = delta <4)
> There are 5 models with a Delta AIC Score of less than 4.  I would
> like to sum the weights for each of the independent variables across
> the five models.

This is what I was looking for. When I initially read about model.avg
I didn't recognize it also provided variable scores.

Thank you kindly,
Mike

Why go to so much trouble?  Why not fit a single full model and use it?  Even
better why not use a quadratic penalty on the full model to get optimum
cross-validation?
Frank

nofunsally wrote:
> 
> Hello,
> I'd like to sum the weights of each independent variable across linear
> models that have been evaluated using AIC.
> 
> For example:
> 
>> library(MuMIn)
>> data(Cement)
>> lm1  <-  lm(y  ~  .,  data  =  Cement)
>> dd  <-  dredge(lm1,  beta  = TRUE,  eval  =  TRUE,  rank  = 
"AICc")
>> get.models(dd, subset = delta <4)
> 
> There are 5 models with a Delta AIC Score of less than 4.  I would
> like to sum the weights for each of the independent variables across
> the five models.
> 
> How can I do that?
> 
> Thanks,
> Mike
> 
> ______________________________________________
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> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 

-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
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