search for: stepaic

Displaying 20 results from an estimated 83 matches for "stepaic".

2003 Aug 04
1
Error in calling stepAIC() from within a function
Hi, I am experiencing a baffling behaviour of stepAIC(), and I hope to get any advice/help on what went wrong or I'd missed. I greatly appreciate any advice given. I am using stepAIC() to, say, select a model via stepwise selection method. R Version : 1.7.1 Windows ME Many thanks and best regards, Siew-Leng ***Issue : When...
2017 Aug 22
4
boot.stepAIC fails with computed formula
I'm trying to use boot.stepAIC for feature selection; I need to be able to specify the name of the dependent variable programmatically, but this appear to fail: In R-Studio with MS R Open 3.4: library(bootStepAIC) #Fake data n<-200 x1 <- runif(n, -3, 3) x2 <- runif(n, -3, 3) x3 <- runif(n, -3, 3) x4 <- runif(n...
2017 Jun 08
1
stepAIC() that can use new extractAIC() function implementing AICc
I would like test AICc as a criteria for model selection for a glm using stepAIC() from MASS package. Based on various information available in WEB, stepAIC() use extractAIC() to get the criteria used for model selection. I have created a new extractAIC() function (and extractAIC.glm() and extractAIC.lm() ones) that use a new parameter criteria that can be AIC, BIC or AICc...
2003 Apr 28
2
stepAIC/lme problem (1.7.0 only)
I can use stepAIC on an lme object in 1.6.2, but I get the following error if I try to do the same in 1.7.0: Error in lme(fixed = resp ~ cov1 + cov2, data = a, random = structure(list( : unused argument(s) (formula ...) Does anybody know why? Here's an example: library(nlme) library(MASS) a <- d...
2017 Aug 22
1
boot.stepAIC fails with computed formula
...rt <- lm(y1 ~ ., data = dat) and you do not need to explicitly specify the "1+" on the rhs for lm, so > frm2<-as.formula(paste(trg," ~ ", paste(xvars,collapse = "+"))) works fine, too. Anyway, doing this gives (but see end of output)" bst <- boot.stepAIC(strt,data = dat,B=50,alpha=0.05,direction='forward',steps=limit, scope=list(lower=frm1,upper=frm2)) > bst Summary of Bootstrapping the 'stepAIC()' procedure for Call: lm(formula = y1 ~ ., data = dat) Bootstrap samples: 50 Direction: forward Penalty: 2 * df...
2007 Jun 05
1
Question using stepAIC
Hi - I use stepAIC to automatically select the model. The stepAIC was applied on polr as follow:objPolr <- polr(formula=myformula, data=dat, method=METHOD);objPolr.step <- stepAIC(objPolr, trace=T);Then R complaints that it doesn't know about 'dat' when it executes the second line. Below is the exac...
2017 Aug 22
1
boot.stepAIC fails with computed formula
...with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Tue, Aug 22, 2017 at 8:17 AM, Stephen O'hagan <SOhagan at manchester.ac.uk> wrote: > I'm trying to use boot.stepAIC for feature selection; I need to be able to specify the name of the dependent variable programmatically, but this appear to fail: > > In R-Studio with MS R Open 3.4: > > library(bootStepAIC) > > #Fake data > n<-200 > > x1 <- runif(n, -3, 3) > x2 <- runif(n, -3...
2006 Apr 07
1
how to run stepAIC starting with NULL model?
Hello, I'm trying to figure out how to run the stepAIC function starting with the NULL model. I can call the null model (e.g., lm(y ~ NULL)), but using this object in stepAIC doesn't seem to work. The objective is to calculate AICc. This can be done if stepAIC can be run starting with the NULL model; the (2p(p-1)/(n-p-1))to get AICc would be...
2017 Aug 22
0
boot.stepAIC fails with computed formula
...people keep coming along > and sticking things into it." > -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) > > > On Tue, Aug 22, 2017 at 8:17 AM, Stephen O'hagan > <SOhagan at manchester.ac.uk> wrote: >> I'm trying to use boot.stepAIC for feature selection; I need to be able to specify the name of the dependent variable programmatically, but this appear to fail: >> >> In R-Studio with MS R Open 3.4: >> >> library(bootStepAIC) >> >> #Fake data >> n<-200 >> >> x1 <- runif...
2009 May 05
2
Stepwise logistic Regression with significance testing - stepAIC
Hello R-Users,   I have one binary dependent variable and a set of independent variables (glm(formula,…,family=”binomial”) ) and I am using the function stepAIC (“MASS”) for choosing an optimal model. However I am not sure if stepAIC considers significance properties like Likelihood ratio test and Wald test (see example below).     > y <- rbinom(30,1,0.4) > x1 <- rnorm(30) > x2 <- rnorm(30) > x3 <- rnorm(30) > xdata <- data.fr...
2005 Aug 15
2
stepAIC invalid scope argument
I am trying to replicate the first example from stepAIC from the MASS package with my own dataset but am running into error. If someone can point where I have gone wrong, I would appreciate it very much. Here is an example : set.seed(1) df <- data.frame( x1=rnorm(1000), x2=rnorm(1000), x3=rnorm(1000) ) df$y <- 0.5*df$x1 + rnorm(1000, mean=...
2017 Aug 23
3
boot.stepAIC fails with computed formula
...used a fixed formula, and rename it back afterwards. Thanks for your help. SGO. -----Original Message----- From: Bert Gunter [mailto:bgunter.4567 at gmail.com] Sent: 22 August 2017 20:38 To: Stephen O'hagan <SOhagan at manchester.ac.uk> Cc: r-help at r-project.org Subject: Re: [R] boot.stepAIC fails with computed formula OK, here's the problem. Continuing with your example: strt1 <- lm(y1 ~1, dat) strt2 <- lm(frm1,dat) > strt1 Call: lm(formula = y1 ~ 1, data = dat) Coefficients: (Intercept) 41.73 > strt2 Call: lm(formula = frm1, data = dat) Coefficients: (I...
2006 May 05
1
trouble with step() and stepAIC() selecting the best model
Hello, I have some trouble using step() and stepAIC() functions. I'm predicting recruitment against several factors for different plant species using a negative binomial glm. Sometimes, summary(step(model)) or summary(stepAIC(model) does not select the best model (lowest AIC) but just stops before. For some species, step() works and stepAIC d...
2017 Aug 22
0
boot.stepAIC fails with computed formula
...ula into the lm object. This can be done, e.g. via: > strt2 <- eval(substitute(lm(form,data = dat), list(form = frm1))) ## yielding > strt2 Call: lm(formula = y1 ~ 1, data = dat) Coefficients: (Intercept) 41.73 So this looks like it should fix the problem, but alas no, the boot.stepAIC call still fails with the same error message. Here's why: > identical(strt$call, strt2$call) [1] FALSE So one might rightfully ask, what the heck is going on here?! Further digging: > str(strt$call) language lm(formula = y1 ~ 1, data = dat) > str(strt2$call) language lm(formula =...
2003 Jul 30
0
stepAIC()
Hi, I am experiencing a baffling behaviour of stepAIC(), and I hope to get any advice/help on this. Greatly appreciate any kind advice given. I am using stepAIC() to, say, select a model via stepwise selection method. R Version : 1.7.1 Windows ME Many thanks! ***Issue : When stepAIC() is placed within a function, it seems that stepAIC() cann...
2017 Aug 23
0
boot.stepAIC fails with computed formula
...ards. > > Thanks for your help. > SGO. > > -----Original Message----- > From: Bert Gunter [mailto:bgunter.4567 at gmail.com] > Sent: 22 August 2017 20:38 > To: Stephen O'hagan <SOhagan at manchester.ac.uk> > Cc: r-help at r-project.org > Subject: Re: [R] boot.stepAIC fails with computed formula > > OK, here's the problem. Continuing with your example: > > strt1 <- lm(y1 ~1, dat) > strt2 <- lm(frm1,dat) > > >> strt1 > > Call: > lm(formula = y1 ~ 1, data = dat) > > Coefficients: > (Intercept) > 41.73...
2017 Jun 06
1
glm and stepAIC selects too many effects
This is a question at the border between stats and r. When I do a glm with many potential effects, and select a model using stepAIC, many independent variables are selected even if there are no relationship between dependent variable and the effects (all are random numbers). Do someone has a solution to prevent this effect ? Is it related to Bonferoni correction ? Is there is a ratio of independent vs number of observation...
2003 Jun 16
1
stop criterion for stepAIC
Hello, I am using the function stepAIC (library MASS) to run a backward elimination on my linear regression. The new model stepAIC calculates contains coefficients that have a Pr(>|t|) value below 0.1, but I'd like to have only coefficients with 0.001 or below. How can I change the stop criterion for stepAIC, so that it is mor...
2011 Nov 29
0
Any function\method to use automatically Final Model after bootstrapping using boot.stepAIC()
Hi List, Being new to R, I am trying to apply boot.stepAIC() for Model selection by bootstrapping the stepAIC() procedure. I had gone through the discussion in various thread on the variable selection methods. Understood the pros and cons of various method, also going through the regression modelling strategies in rms. I want to read Final model or Formu...
2006 Dec 04
1
stepAIC for lmer
Dear All, I am trying to use stepAIC for an lmer object but it doesn't work. Here is an example: x1 <- gl(4,100) x2 <- gl(2,200) time <- rep(1:4,100) ID <- rep(1:100, each=4) Y <- runif(400) <=.5 levels(Y) <- c(1,0) dfr <- as.data.frame(cbind(ID,Y,time,x1,x2)) fm0.lmer <- lmer(Y ~...