Displaying 20 results from an estimated 4000 matches similar to: "Using automatic variable selection procedures with eblupFH"
2009 Dec 26
2
Question regarding if statement in while loop
Hi all,
I'm running R version 2.9.2 on a PC.
I'm having a problem with a loop, and have tried using an if statement
within to fix it, but to no avail.
Any advice would be appreciated.
Here is my code:
*****************************************************
eblest <- function(i,dir, sterr, weight, aux) {
n <- nrow(dir)
Y <- as.matrix(dir[,i], ncol=1)
sigma2ei <-
2012 Sep 25
2
Regsubsets model selection
Hi,
I have 12 independent variables and one dependent variable. Now I want to
select the best adj. R squared model by using the regsubsets command, so I
code:
> plot(regsubsets(Gesamt ~ CommunistSocialist + CountrySize + GNI + Lifeexp
+ Schoolyears + ExpMilitary + Mortality +
+ PopPoverty + PopTotal + ExpEdu + ExpHealth, data=olympiadaten, nbest=1,
nvmax=12), scale='adjr2')
Then I
2011 Oct 25
2
Logistic Regression - Variable Selection Methods With Prediction
Hello,
I am pretty new to R, I have always used SAS and SAS products. My
target variable is binary ('Y' and 'N') and i have about 14 predictor
variables. My goal is to compare different variable selection methods
like Forward, Backward, All possible subsests. I am using
misclassification rate to pick the winner method.
This is what i have as of now,
Reg <- glm (Graduation ~.,
2005 Sep 27
4
regsubsets selection criterion
Hello,
I am using the 'regsubsets' function
(from leaps package)
to get the best linear models
to explain 1 variable
from 1 to 5 explanatory variables
(exhaustive search).
Is there anyone who can tell me
on which criterion is based
the 'regsubsets' function ?
Thank you.
samuel
Samuel BERTRAND
Doctorant
Laboratoire de Biomecanique
LBM - ENSAM - CNRS UMR 8005
Error with regsubset in leaps package - vcov and all.best option (plus calculating VIFs for subsets)
2009 May 20
1
Error with regsubset in leaps package - vcov and all.best option (plus calculating VIFs for subsets)
Hi all
I am hoping this is just a minor problem, I am trying to implement a best subsets regression procedure on some ecological datasets using the regsubsets function in the leaps package. The dataset contains 43 predictor variables plus the response (logcount) all in a dataframe called environment. I am implementing it as follows:
library(leaps)
2008 Dec 19
0
What BIC is calculated by 'regsubsets'?
The function 'regsubsets' appears to calculate a BIC value that is
different from that returned by the function 'BIC'. The latter is
explained in the documentation, but I can't find an expression for the
statistic returned by 'regsubsets'.
Incidentally, both of these differ from the BIC that is given in Ramsey
and Schafer's, The Statistical Sleuth. I assume
2009 Mar 11
1
regsubsets() [leaps package] - please share some good examples of use
Hello dear R-help members,
I recently became interested in using biglm with leaps, and found myself
somewhat confused as to how to use the two together, in different settings.
I couldn't find any example codes for the leaps() package (except for in the
help file, and the examples there are not as rich as they could be). That
is why I turn to you in case you could share some good tips and
2008 May 07
1
help with regsubsets
Hi,
I'm new to R and this mailing list, so I will attempt to state my question as appropriately as possible.
I am running R version 2.7 with Windows XP and have recently been exploring the use of the function regsubsets in the leaps package in order to perform all-subsets regression.
So, I'm calling the function as:
2012 Jun 01
4
regsubsets (Leaps)
Hi
i need to create a model from 250 + variables with high collinearity, and
only 17 data points (p = 250, n = 750). I would prefer to use Cp, AIC,
and/or BIC to narrow down the number of variables, and then use VIF to
choose a model without collinearity (if possible). I realize that having a
huge p and small n is going to give me extreme linear dependency problems,
but I *think* these model
2008 Mar 14
1
Forward Selection with regsubsets
Hi,
I would like to perform a forward selection procedure on a data set
with 6 observations and 10 predictors. I tried to run it with
regsubsets (I set nvmax=number of observations) but I keep getting
these warning messages:
Warning messages:
1: 5 linear dependencies found in: leaps.setup(x, y, wt = weights,
nbest = nbest, nvmax = nvmax,
2: nvmax reduced to 5 in: leaps.setup(x, y, wt =
2007 May 11
2
PRESS criterion in leaps
I'm interested in writing some model selection functions (for linear
regression models, as a start), which incorporate the PRESS criterion since
it, to my knowledge, is not currently implemented in any available model
selection procedure.
I thought it would be simplest to build on already existing functions like
regsubsets in package leaps. It's easy enough to calculate the PRESS
2010 Dec 26
1
Calculation of BIC done by leaps-package
Hi Folks,
I've got a question concerning the calculation of the Schwarz-Criterion
(BIC) done by summary.regsubsets() of the leaps-package:
Using regsubsets() to perform subset-selection I receive an regsubsets
object that can be summarized by summary.regsubsets(). After this
operation the resulting summary contains a vector of BIC-values
representing models of size i=1,...,K.
My problem
2012 Sep 25
3
Plotting of regsubsets adjr2 values not correct
Hi,
I want to make model selection with regsubsets. My code is:
a<-regsubsets(Gesamt ~ CommunistSocialist + CountrySize + GNI + Lifeexp +
Schoolyears + ExpMilitary + Mortality +
PopPoverty + PopTotal + ExpEdu + ExpHealth, data=olympiadaten, nbest=2)
summary(a)
plot(a,scale="adjr2")
(output attached)
The problem is now, that I want to fit the best model again "manually"
2007 Aug 08
1
Regsubsets statistics
Dear R-help,
I have used the regsubsets function from the leaps package to do subset
selection of a logistic regression model with 6 independent variables and
all possible ^2 interactions. As I want to get information about the
statistics behind the selection output, I?ve intensively searched the
mailing list to find answers to following questions:
1. What should I do to get the statistics
2004 Feb 06
0
error message from regsubsets
Hi, I'm using regsubsets and it works fine when nvmax = 4. However when
I go for any value above 4, I get the error:
Warning message:
XHAUST returned error code -999 in: leaps.exhaustive(a, really.big =
really.big)
I'm calling regsubsets as:
lp <- regsubsets(x,y,nbest=1,nvmax=5,intercept=T,really.big=T,
method="exhaustive")
x is a data.frame with 40 variables and 277
2010 Jan 08
0
inclusion of "intercept=FALSE" in regsubsets() in leaps package produces an error
Hello,
I have encountered a problem which may be arising from details of my data and or the statistics I am trying to do, or may be arising due to the way leaps works internally. Unfortunately, I am not yet savvy enough to tell why.
I can say that this statement works (or at least works to the degree I expect):
b <- regsubsets(FUND~.,data=all, intercept=TRUE, nbest=1, nvmax=8, really.big=T,
2005 Mar 02
1
Leaps & regsubsets
Hello
I am trying to use all subsets regression on a test dataset consisting
of 11 trails and 46 potential predictor variables.
I would like to use Mallow's Cp as a selection criterion.
The leaps function would provide the required output but does not work
with this many variables (see below).
The alternative function regsubsets should be used, but I am not able to
define the function in
2012 Apr 09
1
Stepwise procedure with force.in command
Dear R-helpers,
I am trying to do a stepwise procedure in which I want to force some
variables in the model. I have searched around and it seems that only
leaps package allows to force the variable in the stepwise procedure. I
use the leaps package and use the regsubsets(lm1, force.in = 1, data) to
force 1 variable in the model. However, the force.in command only allow
me to force 1 variable
2011 Feb 22
1
regsubsets {leaps}
Hi,
I'd like to run regsubsets for model selection by exhaustive search. I have
a list with 20 potential explanatory variables, which represent the real and
the imaginary parts of 10 "kinds" of complex numbers:
x <- list(r1=r1, r2=r2, r3=r3, ..., r10=r10, i1=i1, i2=i2, i3=i3, ...,
i10=i10)
Is there an easy way to constrain the model search so that "r"s and
2013 Jun 04
1
How to write a loop in R to select multiple regression model and validate it ?
I would like to run a loop in R. I have never done this before, so I would be
very grateful for your help !
1. I have a sample set: 25 objects. I would like to draw 1 object from it
and use it as a test set for my future external validation. The remaining 24
objects I would like to use as a training set (to select a model). I would
like to repeat this process until all 25 objects are used as a