R help - Nov 2012 - update fit (removing insignificant variables)

HI,

I am not sure about the ?update() method.
You could try this:

set.seed(232)
mat1<-matrix(sample(1:100,80,replace=TRUE),ncol=8) #with 8 columns
dat1<-data.frame(mat1)
?names(dat1)[1]<-"Y"
?fit<-lm(Y~.,data=dat1)
res<-coef(summary(fit))

?res
#???????????????? Estimate Std. Error???? t value?? Pr(>|t|)
#(Intercept) 143.763081344 21.9902865? 6.53757200 0.02260698
#X2?????????? -0.009030461? 0.1103611 -0.08182650 0.94223654
#X3?????????? -1.844809745? 0.2655513 -6.94709326 0.02009766
#X4??????????? 1.436647351? 0.2540660? 5.65462216 0.02988003
#X5?????????? -0.005406684? 0.2906822 -0.01859998 0.98684896
#X6?????????? -0.050101169? 0.1486149 -0.33712071 0.76811703
#X7??????????? 0.563284987? 0.1204945? 4.67477901 0.04284010
#X8?????????? -1.901918462? 0.2697166 -7.05154460 0.01952387

Wtd<-row.names(res[res[,"Pr(>|t|)"]<0.05,])
?Wtd1<-Wtd[!grepl("\\(.*\\)",Wtd)]
fit1<-lm(as.formula(paste("Y~",paste(Wtd1,collapse="+"))),data=dat1)
?coef(summary(fit1))
#?????????????? Estimate? Std. Error?? t value???? Pr(>|t|)
#(Intercept) 146.8921451 10.87053736? 13.51287 3.975711e-05
#X3?????????? -1.9002023? 0.10667909 -17.81232 1.023637e-05
#X4??????????? 1.4421062? 0.09790384? 14.72982 2.606788e-05
#X7??????????? 0.5726324? 0.05396720? 10.61075 1.285606e-04
#X8?????????? -1.9560052? 0.14204298 -13.77052 3.625118e-05

A.K.
________________________________
From: farnoosh sheikhi <farnoosh_81 at yahoo.com>
To: arun <smartpink111 at yahoo.com> 
Sent: Wednesday, November 21, 2012 2:47 PM
Subject: update fit (removing insignificant variables)


Hi there,

I have a question for removing insignificant predictors from fit.
The output looks like below but with 170 predictors.
Lab_1 ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ?0.037928 * ?
Lab_2 ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ?0.030423 * ?
Lab_4 ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ?0.616122 ? ?
Lab_7 ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ?0.101278?
Lab_8 ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ?2.44e-06 ***
Lab_12 ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? 0.003181 **?
Lab_14 ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? 0.096809?

I need to update my model with significant ones.
I know if I want to remove one, I use the following code, but I don't know
how to do that for 70 insignificant predictors.
fit2<-update(fit, .~. -Lab_7)



Thanks a lot.



Best,Farnoosh Sheikhi?

170 predictors - perhaps try lasso regression



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