Let's say I have 8 variables and I want to generate all combinations of
those variables (In pairs, threes fours, etc) to run in multiple linear
regression. Is there a built-in function to do that in R?
Or at a minimum, how could I take those variables and generate all possible
combinations.
Thank you for any assistance.
Patrick
This email message, including any attachments, is for th...{{dropped:9}}
?expand.grid On Fri, Jan 8, 2010 at 3:26 PM, Richardson, Patrick <Patrick.Richardson at vai.org> wrote:> Let's say I have 8 variables and I want to generate all combinations of those variables (In pairs, threes fours, etc) to run in multiple linear regression. Is there a built-in function to do that in R? > > Or at a minimum, how could I take those variables and generate all possible combinations. > > Thank you for any assistance. > > Patrick > > > This email message, including any attachments, is for th...{{dropped:9}} > > ______________________________________________ > 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. >
On Jan 8, 2010, at 3:26 PM, Richardson, Patrick wrote:> Let's say I have 8 variables and I want to generate all combinations > of those variables (In pairs, threes fours, etc) to run in multiple > linear regression. Is there a built-in function to do that in R?The formula syntax allows that. y ~ (x1 + x2 + x3 + x4 + x5)^2 for instance, would give you all 5 of the main effects and the ten two way interaction estimates. With the "exponent set to three you also get the three way interactions (although I have never tried this particular level of dredging.) Unless you have scientific arguments for higher level interactions, they are a major threat to interpretability and validity as well as a threat to convergence. (With 8 variables you are going to experience a combinatorial explosion: 28 two-way terms, 56 3-way, 70 4-way and then down the other side of Pascal's triangle.)> > Or at a minimum, how could I take those variables and generate all > possible combinations. > > Thank you for any assistance. >-- David Winsemius, MD Heritage Laboratories West Hartford, CT