R help - Nov 2005 - Fitting model with varying number of predictors

I  need  to fit a number of models with different number of predictors
   in  each  model.  Say for example, I have three predictors: x1, x2, x3
   and I want to fit three models:

   lm(y~x1+x2)
   lm(y~x2+x3)
   lm(y~x1+x2+x3)

   Instead  of  typing  all  models,  what I want is to create a variable
   which  can  take  the right hand side of the models. I tried this with
   paste function.

   xxx <- paste("x1","x2",sep=+) for the first
   xxx <- paste("x2","x3", sep = +) for the second
   xxx  <-  paste("x1","x2","x2",  sep  = +)
for the third and then fit a
   single model

   lm(y~xxx)

   It did not work. Please suggest how to do it.

   Thanks.

   Jun

Try this:

x <- data.frame(x1 = x1, x2 = x2, x3 = x3)
lm(y ~., x[,1:2])
lm(y ~., x[,2:3])
lm(y ~., x[,1:3])



On 11/18/05, Juni Joshi <joshi_juni at hotmail.com>
wrote:
>
>   I  need  to fit a number of models with different number of predictors
>   in  each  model.  Say for example, I have three predictors: x1, x2, x3
>   and I want to fit three models:
>
>   lm(y~x1+x2)
>   lm(y~x2+x3)
>   lm(y~x1+x2+x3)
>
>   Instead  of  typing  all  models,  what I want is to create a variable
>   which  can  take  the right hand side of the models. I tried this with
>   paste function.
>
>   xxx <- paste("x1","x2",sep=+) for the first
>   xxx <- paste("x2","x3", sep = +) for the second
>   xxx  <-  paste("x1","x2","x2",  sep  =
+) for the third and then fit a
>   single model
>
>   lm(y~xxx)
>
>   It did not work. Please suggest how to do it.
>
>   Thanks.
>
>   Jun
> ______________________________________________
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>

On Fri, 18 Nov 2005, Juni Joshi wrote:
>
>   I  need  to fit a number of models with different number of predictors
>   in  each  model.  Say for example, I have three predictors: x1, x2, x3
>   and I want to fit three models:
>
>   lm(y~x1+x2)
>   lm(y~x2+x3)
>   lm(y~x1+x2+x3)
>
>   Instead  of  typing  all  models,  what I want is to create a variable
>   which  can  take  the right hand side of the models. I tried this with
>   paste function.
>
>   xxx <- paste("x1","x2",sep=+) for the first
This gives a syntax error!
>   xxx <- paste("x2","x3", sep = +) for the second
>   xxx  <-  paste("x1","x2","x2",  sep  =
+) for the third and then fit a
>   single model
>
>   lm(y~xxx)
>
>   It did not work. Please suggest how to do it.
You want a formula here, and you also need to use code without syntax 
errors.  For example
> xxx <- paste("x1", "x2", sep="+")
> lm(as.formula(paste("y ~", xxx)))
But a better idea would be to put all your variables into a data frame DF 
and do

use <- c("x1", "x2") # set as appropriate
lm(y ~ ., data=DF[c("y", use)])

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

Juni Joshi wrote:
>    I  need  to fit a number of models with different number of predictors
>    in  each  model.  Say for example, I have three predictors: x1, x2, x3
>    and I want to fit three models:
> 
>    lm(y~x1+x2)
>    lm(y~x2+x3)
>    lm(y~x1+x2+x3)
Stepwise variable selection has so many problems that it generally ruins 
what you are trying to accomplish.  Trying many models leads to multiple 
coparison problems and bias in coefficient estimates, standard errors, 
R-squared.  With only three models being compared it's not a huge issue 
but in general beware.

Frank Harrell
> 
>    Instead  of  typing  all  models,  what I want is to create a variable
>    which  can  take  the right hand side of the models. I tried this with
>    paste function.
> 
>    xxx <- paste("x1","x2",sep=+) for the first
>    xxx <- paste("x2","x3", sep = +) for the second
>    xxx  <-  paste("x1","x2","x2",  sep  =
+) for the third and then fit a
>    single model
> 
>    lm(y~xxx)
> 
>    It did not work. Please suggest how to do it.
> 
>    Thanks.
> 
>    Jun
-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University