Displaying 20 results from an estimated 1200 matches similar to: "how 'stepAIC' selects?"
2008 Jun 21
1
stepAIC {MASS}
In a generalized linear model with k covariates, there are 2(kth power) - 1
possible models (excluding interactions).
Awhile ago a posting to R-help suggested Model Selection and Multimodel
Inference, 2nd ed, by Burnham and Anderson as a good source for
understanding model selection. They recommend (page 71) computing AIC
differences over all candidate models in the set of possible models.
After
2005 Oct 29
2
LaTex error when creating DVI version when compiling package
Dear Listers,
I got this message when compiling a package:
* creating pgirmess-manual.tex ... OK
* checking pgirmess-manual.text ... ERROR
LaTex errors when creating DVI version.
This typically indicates Rd problems.
The message is quite explicit but I struggled a lot before understanding
that the trouble comes from a single file "selMod.rd" among 44 topics.
Even though I have
2005 Jul 03
1
code for model-averaging by Akaike weights
Dear all,
does anyone have r code to perform model-averaging of regression
parameters by Akaike weights,
and/or to do all-possible-subsets lm modelling that reports parameter
estimates, AICc and number of parameters for each model?
I have been looking for these in the archive but found none.
(I am aware that many of you would warn me against these methods
advocated by Burnham and Anderson
2003 Mar 04
1
Sample size and stepAIC, step, or AIC
Do any R functions incorporate a sample sample size correction (e.g.,
Burnham and Anderson 1998).
Thanks,
Hank Stevens
Martin Henry H. Stevens, Assistant Professor
338 Pearson Hall
Botany Department
Miami University
Oxford, OH 45056
Office: (513) 529-4206
Lab: (513) 529-4262
FAX: (513) 529-4243
http://www.cas.muohio.edu/botany/bot/henry.html
http://www.muohio.edu/ecology
2005 Feb 25
0
Bayesian stepwise (was: Forward Stepwise regression based onpartial F test)
oops,
Forgot to cc to the list.
Regards,
Mike
-----Original Message-----
From: dr mike [mailto:dr.mike at ntlworld.com]
Sent: 24 February 2005 19:21
To: 'Spencer Graves'
Subject: RE: [R] Bayesian stepwise (was: Forward Stepwise regression based
onpartial F test)
Spencer,
Obviously the problem is one of supersaturation. In view of that, are you
aware of the following?
A Two-Stage
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
2017 Jun 06
2
Subject: glm and stepAIC selects too many effects
If AIC is giving you a model that is too large, then use BIC (log(n) as the penalty for adding a term in the model). This will yield a more parsimonious model. Now, if you ask me which is the better option, I have to refer you to the huge literature on model selection.
Best,
Ravi
[[alternative HTML version deleted]]
2017 Jun 06
0
Subject: glm and stepAIC selects too many effects
More principled would be to use a lasso-type approach, which combines selection and estimation in one fell swoop!
Ravi
________________________________
From: Ravi Varadhan
Sent: Tuesday, June 6, 2017 10:16 AM
To: r-help at r-project.org
Subject: Subject: [R] glm and stepAIC selects too many effects
If AIC is giving you a model that is too large, then use BIC (log(n) as the penalty for adding
2006 Feb 20
1
Nested AIC
Greetings,
I have recently come into some confusion over weather or not AIC
results for comparing among models requires that they be nested.
Reading Burnham & Anderson (2002) they are explicit that nested
models are not required, but other respected statisticians have
suggested that nesting is a pre-requisite for comparison. Could
anyone who feels strongly regarding either position
2009 Feb 25
3
indexing model names for AICc table
hi folks,
I'm trying to build a table that contains information about a series of
General Linear Models in order to calculate Akaike weights and other
measures to compare all models in the series.
i have an issue with indexing models and extracting the information
(loglikehood, AIC's, etc.) that I need to compile them into the table.
Below is some sample code that illustrates my
2005 Feb 24
2
Forward Stepwise regression based on partial F test
I am hoping to get some advise on the following:
I am looking for an automatic variable selection procedure to reduce the
number of potential predictor variables (~ 50) in a multiple regression
model.
I would be interested to use the forward stepwise regression using the
partial F test.
I have looked into possible R-functions but could not find this
particular approach.
There is a function
2010 Feb 23
1
how to assess the significance of regression between a set of response and predictor variables
Dear list,
I have been using multivariate multiple regression (MMR) in the form
lm(Y~X) where Y and X are matrices of response and predictor variables.
I know that summary(mlm.object) would give the usual lm statistics for
each response variable separately and that anova.mlm(mlm.object) will
give the analysis of variance table of the mlm object. However,
anova.mlm (also manova(mlm.object))
2012 Sep 19
0
Lowest AIC after stepAIC can be lowered by manual reduction of variables (Florian Moser)
A few general comments about stepwiseAIC and a suggestion of how to select models
a) Apart form the problem, that stepwise selection is not a garanty to get the best model, you need to have a lot of data to avoid overfitting if your model includes 7 parameter plus interactions (> 10 observations per parameter is what you are ideally looking for).
b) Have a look at Anderson and Burnham's
2008 Feb 26
2
AIC and anova, lme
Dear listers,
Here we have a strange result we can hardly cope with. We want to
compare a null mixed model with a mixed model with one independent
variable.
> lmmedt1<-lme(mediane~1, random=~1|site, na.action=na.omit, data=bdd2)
> lmmedt9<-lme(mediane~log(0.0001+transat), random=~1|site,
na.action=na.omit, data=bdd2)
Using the Akaike Criterion and selMod of the package pgirmess
2001 Sep 13
2
akaike's information criterion
Hello all,
i hope you don't mind my off topic question. i want to use the Akaike criterion
for variable selection in a regression model. Does anyone know some basic
literature about that topic?
Especially I'm interested in answers to the following questions:
1. Has (and if so how has) the criterion to be modified, if i estimate the
transformations of the variables too?
2. How is the
2012 Jan 23
2
convert command not found in movie3d (rgl package) in Mac OS X
Dear list,
I gave up trying to fix my movie3d (rgl library) issue in my PC
(completely black gif/png file) and went ahead and installed MacPorts
and ImageMagick onto my iMac (OSX ver 10.6.8). I think ImageMagick is
successfully installed in its default location (under /opt/local), and
I ran movie3d but I get the following error:
Error in system("convert --version", intern = TRUE) :
?
2011 Jun 25
2
Problems setting language in R-2.13.0 and opening RData
Dear list,
I just recently installed R-2.13.0 on my Windows7. I used to run R-2.10.0.
First of all, I used to be able to install R in English (in R-2.10.0)
during the installation procedure. My PC is in a Japanese environment
but I want R to be in English because I won't be able to interpret any
errors if they are in Japanese (I am Japanese so I can read them but I
won't be able to
2004 Apr 08
1
Evaluating AIC
R Users,
I was just wondering if anyone has written a program (or if there
is a package) out there that calculates the different derivations of AIC
(e.g. AIC, AICc, QAIC, etc.) along with AIC differences (delta's), model
likelihoods, Akaike weights and evidence ratio's (from Burnham and Anderson
2002).
Just in a "for instance" if someone had the -2LL, sample sizes,
2011 Aug 11
1
matrix correlations with different packages
Dear all,
I'm calculating matrix correlations with permutation tests and I got this
funny result. All correlation coefficients are the same with mantel.test
{ncf} and pcol {simba} but the two functions yield dramatically different
p-values (using the same number of permutations). Could anyone please
enlighten me what is causing the difference and which result I can trust?
(My matrices
2011 Jun 23
0
R-squared values for multiple linear regression with a matrix of multiple response variables
Dear list,
I have a matrix Y of multiple response variables and a matrix X of
predictor variables and I would like to fit a multivariate multiple
regression model and compute the R2-value to determine the overall
proportion of variance of the response matrix Y that is explained by
the predictor matrix X.
I have been using manova(Y ~ X) to assess the significance of the
linear model. I am also