R help - Nov 2011 - Select some, but not all, variables stepwise

Hi,

I would like to fit a linear model where some but not all explanators are chosen
stepwise - ie I definitely want to include some terms, but others only if they
are deemed significant (by AIC or whatever other approach is available).  For
example if I wanted to definitely include x1 and x2, but only include z1 and z2
if they are significant, something like this:

df <- data.frame(y=c(4,2,6,7,3,9,5,7,6,2), x1=c(2,3,4,0,5,8,8,1,1,2),
x2=c(0,0,0,0,1,1,0,0,0,1), z1=c(0,1,0,0,0,1,1,0,1,1), z2=c(1,1,1,0,0,1,1,1,1,0))
model <- lm(y  ~ x1 + x2 + stepwise(z1 + z2))

Any help would be appreciated.

Cheers,
Andre
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Resist the temptation.  Stepwise analysis without shrinkage will ruin model
inferences without helping with predictive accuracy.
Frank

AndreE wrote:
> 
> Hi,
> 
> I would like to fit a linear model where some but not all explanators are
> chosen stepwise - ie I definitely want to include some terms, but others
> only if they are deemed significant (by AIC or whatever other approach is
> available).  For example if I wanted to definitely include x1 and x2, but
> only include z1 and z2 if they are significant, something like this:
> 
> df <- data.frame(y=c(4,2,6,7,3,9,5,7,6,2), x1=c(2,3,4,0,5,8,8,1,1,2),
> x2=c(0,0,0,0,1,1,0,0,0,1), z1=c(0,1,0,0,0,1,1,0,1,1),
> z2=c(1,1,1,0,0,1,1,1,1,0))
> model <- lm(y  ~ x1 + x2 + stepwise(z1 + z2))
> 
> Any help would be appreciated.
> 
> Cheers,
> Andre
> **********************************************************************
> This email and any attachments are confidential, protect...{{dropped:22}}
> 
> ______________________________________________
> R-help@ mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> 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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Hi Andre

I don?t know if it will work, but I?ve tried the MuMIn package, were you can
evaluate
all possible models (usin for example AIC) at one time. Maybe you can focus on
comparing
those models which retain the explanators you want.

Best wishes
Francisco

On Fri, 4 Nov 2011 13:06:09 +0000, Andre Easom wrote
> Hi,
> 
> I would like to fit a linear model where some but not all explanators are 
> chosen stepwise - ie I definitely want to include some terms, but others
only
> if they are deemed significant (by AIC or whatever other approach is
available)
> .  For example if I wanted to definitely include x1 and x2, but only
include
> z1 and z2 if they are significant, something like this:
> 
> df <- data.frame(y=c(4,2,6,7,3,9,5,7,6,2), x1=c(2,3,4,0,5,8,8,1,1,2),
x2=c(0,0,
> 0,0,1,1,0,0,0,1), z1=c(0,1,0,0,0,1,1,0,1,1), z2=c(1,1,1,0,0,1,1,1,1,0))
model
> <- lm(y  ~ x1 + x2 + stepwise(z1 + z2))
> 
> Any help would be appreciated.
> 
> Cheers,
> Andre
> **********************************************************************
> This email and any attachments are confidential, protect...{{dropped:22}}
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

Francisco Mora Ardila
Laboratorio de Biodiversidad y Funcionamiento del Ecosistema
Centro de Investigaciones en Ecosistemas
UNAM-Campus Morelia
Tel 3222777 ext. 42621
Morelia , MIchoac?n, M?xico.

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