After applying the "step" command to a long list of predictors I came
up
with the following showing there still are some non significant
coefficients.
I'd like to try the command "leap". However, I don't quite
understand how it
returns the spared predicting variables.
Can please, someone help ?
Tank you in advance.
Mara EM
> summary(stepmod)
Call:
lm(formula = yy ~ cosmat[, 1] + cosmat[, 2] + cosmat[, 3] + cosmat[,
4] + cosmat[, 5] + cosmat[, 6] + cosmat[, 7] + cosmat[, 8] +
cosmat[, 9] + cosmat[, 11] + cosmat[, 12] + cosmat[, 15] +
cosmat[, 16] + cosmat[, 17] + cosmat[, 22] + cosmat[, 25] +
cosmat[, 29] + cosmat[, 30] + cosmat[, 31] + cosmat[, 38] +
cosmat[, 42] + cosmat[, 44] + cosmat[, 45] + cosmat[, 46] +
cosmat[, 47] + cosmat[, 48] + cosmat[, 49] + cosmat[, 50] +
cosmat[, 51] + cosmat[, 52] + cosmat[, 53] + cosmat[, 54] +
cosmat[, 56] + sinmat[, 1] + sinmat[, 3] + sinmat[, 4] +
sinmat[, 5] + sinmat[, 6] + sinmat[, 8] + sinmat[, 9] + sinmat[,
10] + sinmat[, 13] + sinmat[, 14] + sinmat[, 17] + sinmat[,
19] + sinmat[, 22] + sinmat[, 23] + sinmat[, 26] + sinmat[,
35] + sinmat[, 36] + sinmat[, 39] + sinmat[, 43] + sinmat[,
45] + sinmat[, 46] + sinmat[, 47] + sinmat[, 48] + sinmat[,
49] + sinmat[, 50] + sinmat[, 51] + sinmat[, 52] + sinmat[,
53])
Residuals:
Min 1Q Median 3Q Max
-0.175619 -0.009864 0.001284 0.008596 0.160115
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.474379 0.003426 -138.484 < 2e-16 ***
cosmat[, 1] -0.767037 0.004832 -158.726 < 2e-16 ***
cosmat[, 2] -0.214150 0.004833 -44.306 < 2e-16 ***
cosmat[, 3] -0.022436 0.004836 -4.639 2.15e-05 ***
cosmat[, 4] -0.022201 0.004840 -4.587 2.58e-05 ***
cosmat[, 5] -0.052807 0.004845 -10.899 1.84e-15 ***
cosmat[, 6] 0.012219 0.004847 2.521 0.014573 *
cosmat[, 7] 0.033468 0.004854 6.895 5.16e-09 ***
cosmat[, 8] 0.007026 0.004857 1.447 0.153564
cosmat[, 9] -0.009502 0.004858 -1.956 0.055481 .
cosmat[, 11] 0.015284 0.004858 3.146 0.002647 **
cosmat[, 12] 0.006231 0.004856 1.283 0.204778
cosmat[, 15] 0.005461 0.004841 1.128 0.264160
cosmat[, 16] 0.010987 0.004841 2.269 0.027110 *
cosmat[, 17] 0.005367 0.004836 1.110 0.271857
cosmat[, 22] -0.005541 0.004834 -1.146 0.256570
cosmat[, 25] -0.010025 0.004849 -2.068 0.043310 *
cosmat[, 29] -0.006114 0.004861 -1.258 0.213668
cosmat[, 30] -0.005734 0.004860 -1.180 0.243061
cosmat[, 31] -0.005932 0.004860 -1.221 0.227281
cosmat[, 38] 0.006269 0.004831 1.298 0.199735
cosmat[, 42] 0.006167 0.004832 1.276 0.207140
cosmat[, 44] -0.006002 0.004854 -1.237 0.221395
cosmat[, 45] 0.006484 0.004849 1.337 0.186496
cosmat[, 46] 0.010074 0.004851 2.077 0.042425 *
cosmat[, 47] -0.004843 0.004859 -0.997 0.323225
cosmat[, 48] -0.009098 0.004852 -1.875 0.065982 .
cosmat[, 49] 0.008740 0.004865 1.797 0.077797 .
cosmat[, 50] 0.009175 0.004846 1.893 0.063481 .
cosmat[, 51] -0.005664 0.004865 -1.164 0.249310
cosmat[, 52] -0.007255 0.004853 -1.495 0.140536
cosmat[, 53] 0.004950 0.004845 1.022 0.311249
cosmat[, 54] 0.006561 0.004853 1.352 0.181764
cosmat[, 56] -0.005954 0.004847 -1.228 0.224436
sinmat[, 1] -0.086812 0.004858 -17.871 < 2e-16 ***
sinmat[, 3] -0.041194 0.004853 -8.488 1.22e-11 ***
sinmat[, 4] -0.040007 0.004849 -8.250 3.00e-11 ***
sinmat[, 5] 0.012811 0.004844 2.645 0.010593 *
sinmat[, 6] 0.010845 0.004842 2.240 0.029096 *
sinmat[, 8] -0.018422 0.004833 -3.812 0.000346 ***
sinmat[, 9] 0.008006 0.004831 1.657 0.103063
sinmat[, 10] 0.023215 0.004831 4.805 1.20e-05 ***
sinmat[, 13] 0.013663 0.004837 2.824 0.006550 **
sinmat[, 14] 0.015827 0.004845 3.267 0.001860 **
sinmat[, 17] 0.006820 0.004853 1.405 0.165442
sinmat[, 19] 0.007181 0.004861 1.477 0.145211
sinmat[, 22] 0.010290 0.004855 2.120 0.038492 *
sinmat[, 23] 0.005533 0.004854 1.140 0.259254
sinmat[, 26] 0.014857 0.004839 3.070 0.003298 **
sinmat[, 35] -0.006008 0.004847 -1.240 0.220321
sinmat[, 36] -0.004984 0.004845 -1.029 0.308021
sinmat[, 39] -0.006897 0.004862 -1.419 0.161574
sinmat[, 43] -0.004804 0.004828 -0.995 0.324064
sinmat[, 45] 0.005079 0.004842 1.049 0.298680
sinmat[, 46] -0.008775 0.004839 -1.813 0.075144 .
sinmat[, 47] -0.008346 0.004831 -1.728 0.089575 .
sinmat[, 48] 0.007352 0.004839 1.519 0.134335
sinmat[, 49] 0.007382 0.004827 1.529 0.131870
sinmat[, 50] -0.005618 0.004844 -1.160 0.251083
sinmat[, 51] -0.007934 0.004826 -1.644 0.105786
sinmat[, 52] 0.006890 0.004839 1.424 0.160050
sinmat[, 53] 0.009242 0.004847 1.907 0.061708 .
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05
'.' 0.1 ' ' 1
Residual standard error: 0.03716 on 56 degrees of freedom
Multiple R-Squared: 0.998, Adjusted R-squared: 0.9959
F-statistic: 466.8 on 61 and 56 DF, p-value: < 2.2e-16
--
Maura E.M
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