Wenxin Liu wrote:> Hello Lady or Sir,
>
> I want to do model selection with 'step' function. But there is a
trouble to
> me.
>
> For example, there are 5 independent variables, X0,X1,X2,X3 and X4; and 1
> dependent variable y.
> I want to run stepwise regression y ~ X0 + X1 + X2 + X3 + X4, and I want to
> keep X0 always in the
> model. Every time when I run command 'step' with 'keep',
error information
> "could not find function 'keep' "
> is always shown. Could you tell me how to use the parameter 'keep'
in
> 'step' function?
You're obviously not defining a keep() function.
Use the scope= argument:
fm <- lm(y ~ X0 + X1 + X2 + X3 + X4)
sfm <- step(fm, scope = list(lower = ~ X0))
See an example in ?stepAIC in the MASS package or the
book referenced there.
-Peter Ehlers
>
> Thank you very much and best regards,
>
> Wenxin Liu
> 2009.11.02
>
-------------------------------------------------------------------------------------
> Wenxin Liu, Postdoc., Scientific staff
> State Plant Breeding Institute(720)
> University of Hohenheim
> 70593 Stuttgart, Germany
>
> PhoneNo.: +49-(0)711-459-22670
> Telefax : +49-(0)711-459-23841
> Email : wenxin.liu at uni-hohenheim.de (academic)
> or lwx.biostat at gmail.com (personal)
>
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>
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