Maithili Shiva wrote:> Hi,
>
> I have the response variable 'Y' and four predictors say X1, X2, X3
and X4. Assuming all the assmptions like Y follows normal distribution etc. hold
and I want to run linear multiple regression. How do I run the stepwise
regression (forward as well as the backward regression).
>
>>From other software (i.e. minitab), I know only X1 and X2 are
significant so my regression equation should be Y = constant + (b1) X1 + (b2)
X2.
Knowing that only X1 and X2 are "insignificant" does not mean you know
that b3=b4=0, so why are you deleting X3 and X4 from the model?
Frank
>
> I am not sure whether I am using the correct R commands, which are as
follows -
>
>
> library (wle)
> ONS <- mle.stepwise(Y ~ X1+X2+X3+X4, data=ONS)
> summary(ONS)
>
>
> The output looks something like this
>
> OUTPUT
>
>
> Forward selection procedure
>
> F.in: 4
>
> Last 3 iterations:
> (Intercept) X1 X2 X3 X4
> [1,] 1 0 0 0 1 15.57
> [2,] 1 1 0 0 1 14.80
> [3,] 1 1 1 0 1 61.56
>
> I am not able to interpret this outcome as well.
>
> Please guide.
>
> With regards
>
> Maithili
>
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--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University